+9,772.3%
CSX vs ECL
+13,009.7%
-3,237.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | -2.6% | -0.8% | -2.1% |
| 30D | -3.1% | -2.2% | -0.9% | -2.1% |
| 3M | +7.2% | +10.1% | -2.9% | +1.6% |
| 6M | +16.2% | -5.7% | +21.9% | +19.1% |
| YTD | +37.5% | +7.0% | +30.6% | +32.1% |
| 1Y | +53.2% | +2.7% | +50.6% | +49.8% |
| 3Y | +68.2% | +57.7% | +10.5% | +30.0% |
| 5Y | +65.2% | +31.1% | +34.1% | +37.1% |
| 10Y | +504.1% | +150.9% | +353.3% | +256.4% |
| All | +9,772.3% | +13,009.7% | -3,237.4% | +1,784.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling