+482.4%
CSX vs SPYG
+410.1%
+72.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.5% |
| 7D | +0.6% | +1.2% | -0.6% | -0.3% |
| 30D | -2.3% | -1.6% | -0.7% | -1.2% |
| 3M | +4.3% | +3.4% | +0.9% | +1.2% |
| 6M | +23.4% | +18.9% | +4.5% | +7.2% |
| YTD | +36.4% | +13.8% | +22.6% | +22.3% |
| 1Y | +53.0% | +20.6% | +32.4% | +30.7% |
| 3Y | +70.6% | +100.5% | -29.9% | -6.8% |
| 5Y | +65.5% | +84.6% | -19.1% | -4.7% |
| 10Y | +482.4% | +410.8% | +71.6% | +21.0% |
| All | +482.4% | +410.1% | +72.3% | +21.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling