+4,451.8%
CSX vs SPY
+3,091.8%
+1,360.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -3.1% | +0.1% | -3.1% | -3.1% |
| 3M | +7.2% | +2.0% | +5.2% | +4.7% |
| 6M | +16.2% | +13.0% | +3.2% | +2.6% |
| YTD | +37.5% | +13.5% | +24.0% | +20.8% |
| 1Y | +53.2% | +20.0% | +33.3% | +27.3% |
| 3Y | +68.2% | +77.2% | -9.0% | -6.2% |
| 5Y | +65.2% | +81.9% | -16.6% | -11.1% |
| 10Y | +504.1% | +314.1% | +190.1% | +47.9% |
| All | +4,451.8% | +3,091.8% | +1,360.1% | +76.5% |
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