+4,582.7%
CSX vs SPY
+2,945.2%
+1,637.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.4% | +2.1% | +1.9% |
| 7D | -2.7% | -4.7% | +2.0% | +1.9% |
| 30D | +7.0% | -5.9% | +12.9% | +13.3% |
| 3M | -0.3% | -4.5% | +4.2% | +3.9% |
| 6M | +13.5% | +1.8% | +11.7% | +10.7% |
| YTD | +41.5% | +8.3% | +33.2% | +29.7% |
| 1Y | +45.8% | +9.3% | +36.4% | +32.3% |
| 3Y | +74.4% | +74.9% | -0.5% | -1.8% |
| 5Y | +53.6% | +67.3% | -13.7% | -10.6% |
| 10Y | +465.6% | +311.6% | +154.1% | +38.8% |
| All | +4,582.7% | +2,945.2% | +1,637.5% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling