+427.3%
CSX vs EAT
+378.4%
+49.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -2.8% |
| 7D | -5.5% | -2.6% | -2.9% | -5.0% |
| 30D | +4.9% | +11.5% | -6.5% | +2.5% |
| 3M | -2.9% | -9.1% | +6.3% | -1.7% |
| 6M | +8.3% | +40.4% | -32.1% | +0.2% |
| YTD | +36.7% | +43.9% | -7.2% | +24.5% |
| 1Y | +41.5% | +101.9% | -60.4% | +19.8% |
| 3Y | +68.6% | +489.9% | -421.2% | +9.5% |
| 5Y | +48.4% | +362.6% | -314.2% | -3.2% |
| All | +427.3% | +378.4% | +49.0% | +187.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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