+78.3%
CSX vs SPYG
+91.6%
-13.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +6.0% | +2.3% | +3.6% | +5.2% |
| 30D | +7.8% | -6.5% | +14.3% | +10.0% |
| 3M | +4.1% | -6.8% | +10.9% | +6.3% |
| 6M | +17.9% | -3.1% | +21.1% | +18.4% |
| YTD | +44.9% | +8.0% | +36.9% | +38.8% |
| 1Y | +51.1% | +10.2% | +40.9% | +43.5% |
| 3Y | +78.3% | +91.0% | -12.7% | +33.3% |
| All | +78.3% | +91.6% | -13.3% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling