+2,590.0%
CSX vs SPYM
+789.7%
+1,800.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.7% |
| 7D | -5.5% | -2.7% | -2.8% | -2.9% |
| 30D | +4.9% | -5.4% | +10.3% | +10.8% |
| 3M | -2.9% | -4.1% | +1.2% | +1.0% |
| 6M | +8.3% | +0.8% | +7.6% | +6.5% |
| YTD | +36.7% | +8.8% | +28.0% | +23.9% |
| 1Y | +41.5% | +11.0% | +30.5% | +25.5% |
| 3Y | +68.6% | +75.5% | -6.9% | -9.5% |
| 5Y | +48.4% | +68.4% | -20.0% | -17.8% |
| 10Y | +446.6% | +316.1% | +130.5% | +13.7% |
| All | +2,590.0% | +789.7% | +1,800.3% | +153.3% |
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