+74.5%
CSX vs ECL
+81.2%
-6.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.2% |
| 7D | -2.7% | +1.7% | -4.4% | -3.3% |
| 30D | +7.0% | +8.9% | -1.9% | +3.6% |
| 3M | -0.3% | +7.4% | -7.7% | -3.0% |
| 6M | +13.5% | +19.3% | -5.8% | +5.7% |
| YTD | +41.5% | +17.4% | +24.1% | +32.9% |
| 1Y | +45.8% | +19.4% | +26.4% | +35.9% |
| All | +74.5% | +81.2% | -6.7% | +44.3% |
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