+10,056.0%
CSX vs EAT
+10,748.9%
-693.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.5% | +1.2% | -1.6% |
| 7D | -2.7% | -3.3% | +0.6% | -2.0% |
| 30D | +7.0% | +11.7% | -4.7% | +4.3% |
| 3M | -0.3% | -5.9% | +5.6% | +0.3% |
| 6M | +13.5% | +46.7% | -33.2% | +3.2% |
| YTD | +41.5% | +48.2% | -6.7% | +26.9% |
| 1Y | +45.8% | +105.4% | -59.7% | +21.3% |
| 3Y | +74.4% | +502.8% | -428.4% | +9.8% |
| 5Y | +53.6% | +376.3% | -322.7% | -3.2% |
| 10Y | +465.6% | +400.0% | +65.6% | +198.0% |
| All | +10,056.0% | +10,748.9% | -693.0% | +2,355.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling