+506.1%
SPCX vs CSX
+56.4%
+449.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | -9.0% |
| 7D | +1.3% | +0.7% | +0.5% | -15.2% |
| 30D | -12.0% | +8.1% | -20.1% | -75.2% |
| 3M | +3.1% | +2.2% | +0.9% | -60.2% |
| 6M | +457.1% | +46.4% | +410.7% | -61.7% |
| YTD | +457.1% | +46.4% | +410.7% | -61.7% |
| 1Y | +457.1% | +46.4% | +410.7% | -61.7% |
| All | +506.1% | +56.4% | +449.6% | -58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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