+72.2%
CSX vs ECL
+57.4%
+14.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | -2.6% | -0.8% | -2.4% |
| 30D | -3.1% | -2.2% | -0.9% | -2.3% |
| 3M | +7.2% | +10.1% | -2.9% | +2.9% |
| 6M | +16.2% | -5.7% | +21.9% | +18.4% |
| YTD | +37.5% | +7.0% | +30.6% | +33.8% |
| 1Y | +53.2% | +2.7% | +50.6% | +51.0% |
| All | +72.2% | +57.4% | +14.8% | +48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 3y: compounded portfolio wealth divided by compounded ECL 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…
3y analysis · Full analysis span regression · 6 months rolling