+3,047.6%
SPY vs CSX
+4,793.7%
-1,746.0%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.3% | -0.7% |
| 7D | +3.3% | +3.1% | +0.2% | +2.2% |
| 30D | -2.7% | +9.7% | -12.4% | -6.0% |
| 3M | -1.7% | +4.9% | -6.7% | -3.7% |
| 6M | +3.1% | +18.4% | -15.3% | -3.5% |
| YTD | +11.9% | +45.9% | -34.0% | -3.0% |
| 1Y | +12.0% | +50.0% | -38.0% | -3.9% |
| 3Y | +78.2% | +78.0% | +0.2% | +42.1% |
| 5Y | +73.2% | +59.2% | +14.1% | +42.7% |
| 10Y | +309.6% | +421.4% | -111.7% | +117.4% |
| All | +3,047.6% | +4,793.7% | -1,746.0% | +674.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling