+47.1%
CSX vs SPYG
+10.8%
+36.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.3% | +1.4% | +2.5% |
| 7D | +0.1% | -2.8% | +2.9% | +0.4% |
| 30D | +9.7% | -6.2% | +15.9% | +10.6% |
| 3M | +2.3% | -3.6% | +5.9% | +2.6% |
| 6M | +17.1% | +4.8% | +12.3% | +14.5% |
| YTD | +44.9% | +11.0% | +33.9% | +36.5% |
| 1Y | +47.1% | +11.2% | +35.9% | +38.5% |
| All | +47.1% | +10.8% | +36.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling