+48.2%
CSX vs EAT
+361.6%
-313.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.9% | -0.5% | -3.0% |
| 7D | -5.5% | -2.6% | -2.9% | -5.2% |
| 30D | +4.9% | +11.5% | -6.5% | +3.2% |
| 3M | -2.9% | -9.1% | +6.3% | -2.0% |
| 6M | +8.3% | +40.4% | -32.1% | +2.1% |
| YTD | +36.7% | +43.9% | -7.2% | +27.4% |
| 1Y | +41.5% | +101.9% | -60.4% | +24.3% |
| 3Y | +68.6% | +489.9% | -421.2% | +19.7% |
| All | +48.2% | +361.6% | -313.4% | +7.6% |
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