+3,094.0%
SPY vs CSX
+4,514.4%
-1,420.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.2% | -0.7% |
| 7D | +0.1% | -3.4% | +3.5% | +1.3% |
| 30D | +0.1% | -3.1% | +3.1% | +1.1% |
| 3M | +2.0% | +7.2% | -5.2% | -0.8% |
| 6M | +13.0% | +16.2% | -3.2% | +6.6% |
| YTD | +13.5% | +37.5% | -24.0% | +0.7% |
| 1Y | +20.0% | +53.2% | -33.3% | +2.2% |
| 3Y | +77.2% | +68.2% | +9.0% | +44.4% |
| 5Y | +81.9% | +65.2% | +16.6% | +48.2% |
| 10Y | +314.1% | +504.1% | -190.1% | +109.6% |
| All | +3,094.0% | +4,514.4% | -1,420.4% | +704.4% |
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 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