+489.2%
SPCX vs CSX
+59.4%
+429.8%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | +3.8% |
| 7D | +3.6% | +6.0% | -2.4% | -31.2% |
| 30D | -8.6% | +7.8% | -16.4% | -63.2% |
| 3M | -1.5% | +4.1% | -5.6% | -55.1% |
| 6M | +532.9% | +26.2% | +506.7% | +10.1% |
| YTD | +538.6% | +44.9% | +493.7% | +11.2% |
| 1Y | +442.9% | +51.1% | +391.7% | -5.3% |
| All | +489.2% | +59.4% | +429.8% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling