+67.8%
CSX vs EAT
+350.4%
-282.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.1% | +1.9% | -5.0% | -3.5% |
| 3M | +7.2% | +68.7% | -61.5% | -1.0% |
| 6M | +16.2% | +66.9% | -50.7% | +6.8% |
| YTD | +37.5% | +60.4% | -22.9% | +26.8% |
| 1Y | +53.2% | +44.0% | +9.2% | +43.1% |
| 3Y | +68.2% | +604.7% | -536.4% | +17.9% |
| All | +67.8% | +350.4% | -282.6% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling