+2,605.9%
CSX vs SPYM
+829.4%
+1,776.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.2% |
| 7D | -3.4% | +0.1% | -3.5% | -3.5% |
| 30D | -3.1% | +0.1% | -3.1% | -3.2% |
| 3M | +7.2% | +2.0% | +5.1% | +4.5% |
| 6M | +16.2% | +13.1% | +3.1% | +1.7% |
| YTD | +37.5% | +13.6% | +23.9% | +19.6% |
| 1Y | +53.2% | +20.1% | +33.2% | +25.5% |
| 3Y | +68.2% | +77.6% | -9.3% | -10.5% |
| 5Y | +65.2% | +82.5% | -17.3% | -15.7% |
| 10Y | +504.1% | +317.6% | +186.5% | +25.9% |
| All | +2,605.9% | +829.4% | +1,776.5% | +144.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling