+409.0%
CSX vs SPYM
+310.0%
+99.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | +0.7% | -0.6% | +1.3% | +1.2% |
| 30D | +8.1% | -3.7% | +11.7% | +11.8% |
| 3M | +2.2% | -2.7% | +4.9% | +4.6% |
| 6M | +14.6% | +2.2% | +12.4% | +11.2% |
| YTD | +42.2% | +10.9% | +31.3% | +27.1% |
| 1Y | +47.3% | +11.3% | +36.0% | +31.2% |
| 3Y | +73.5% | +76.8% | -3.3% | -5.3% |
| 5Y | +54.1% | +73.5% | -19.4% | -14.8% |
| 10Y | +409.0% | +307.9% | +101.0% | +16.8% |
| All | +409.0% | +310.0% | +99.0% | +16.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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