+468.7%
SPCX vs CSX
+50.4%
+418.3%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.4% | +12.0% | +31.0% |
| 7D | -0.3% | -5.5% | +5.2% | +34.4% |
| 30D | -19.9% | +4.9% | -24.8% | -61.8% |
| 3M | +16.8% | -2.9% | +19.7% | -13.8% |
| 6M | +510.9% | +19.1% | +491.8% | +59.9% |
| YTD | +516.3% | +36.7% | +479.6% | +61.6% |
| 1Y | +421.3% | +41.5% | +379.8% | +36.8% |
| All | +468.7% | +50.4% | +418.3% | +50.2% |
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