+418.4%
CSX vs SPYG
+397.7%
+20.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.2% | +1.2% |
| 7D | +3.1% | +4.2% | -1.1% | +0.1% |
| 30D | +9.7% | -7.4% | +17.1% | +15.4% |
| 3M | +4.9% | -5.3% | +10.2% | +8.4% |
| 6M | +18.4% | -1.2% | +19.5% | +17.7% |
| YTD | +45.9% | +9.0% | +36.9% | +34.1% |
| 1Y | +50.0% | +8.8% | +41.2% | +37.9% |
| 3Y | +78.0% | +92.8% | -14.8% | -0.5% |
| 5Y | +59.2% | +69.3% | -10.1% | -1.8% |
| All | +418.4% | +397.7% | +20.7% | +15.7% |
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