+68.6%
CSX vs ECL
+78.2%
-9.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.7% |
| 7D | -5.5% | -0.8% | -4.8% | -5.2% |
| 30D | +4.9% | +8.1% | -3.2% | +1.9% |
| 3M | -2.9% | +6.4% | -9.2% | -5.1% |
| 6M | +8.3% | +14.8% | -6.4% | +2.5% |
| YTD | +36.7% | +15.5% | +21.3% | +29.3% |
| 1Y | +41.5% | +20.1% | +21.4% | +31.7% |
| 3Y | +68.6% | +77.8% | -9.1% | +40.4% |
| All | +68.6% | +78.2% | -9.5% | +40.4% |
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