+73.2%
SPY vs CSX
+59.2%
+14.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | +3.3% | +3.1% | +0.2% | +2.0% |
| 30D | -2.7% | +9.7% | -12.4% | -6.4% |
| 3M | -1.7% | +4.9% | -6.7% | -3.9% |
| 6M | +3.1% | +18.4% | -15.3% | -4.6% |
| YTD | +11.9% | +45.9% | -34.0% | -6.1% |
| 1Y | +12.0% | +50.0% | -38.0% | -7.2% |
| 3Y | +78.2% | +78.0% | +0.2% | +31.3% |
| 5Y | +73.2% | +59.2% | +14.1% | +29.8% |
| All | +73.2% | +59.2% | +14.1% | +29.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling