+53.6%
CSX vs ECL
+41.4%
+12.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | -1.1% |
| 7D | -2.7% | +1.7% | -4.4% | -3.4% |
| 30D | +7.0% | +8.9% | -1.9% | +3.1% |
| 3M | -0.3% | +7.4% | -7.7% | -3.4% |
| 6M | +13.5% | +19.3% | -5.8% | +4.7% |
| YTD | +41.5% | +17.4% | +24.1% | +31.4% |
| 1Y | +45.8% | +19.4% | +26.4% | +34.2% |
| 3Y | +74.4% | +80.5% | -6.1% | +31.6% |
| 5Y | +53.6% | +40.2% | +13.4% | +32.5% |
| All | +53.6% | +41.4% | +12.2% | +32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling