+6,521.5%
CSX vs SPYG
+513.6%
+6,007.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -4.1% |
| 7D | -5.5% | -3.6% | -1.9% | -2.9% |
| 30D | +4.9% | -11.2% | +16.1% | +14.7% |
| 3M | -2.9% | -8.1% | +5.2% | +3.1% |
| 6M | +8.3% | -3.3% | +11.6% | +9.5% |
| YTD | +36.7% | +5.5% | +31.2% | +28.0% |
| 1Y | +41.5% | +7.0% | +34.5% | +30.8% |
| 3Y | +68.6% | +89.5% | -20.9% | -6.6% |
| 5Y | +48.4% | +63.3% | -14.8% | -9.0% |
| 10Y | +446.6% | +395.1% | +51.5% | +28.9% |
| All | +6,521.5% | +513.6% | +6,007.9% | +812.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling