+68.6%
CSX vs ED
+44.5%
+24.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.4% | -1.0% | -2.8% |
| 7D | -5.5% | +1.6% | -7.2% | -5.8% |
| 30D | +4.9% | +13.3% | -8.4% | +2.4% |
| 3M | -2.9% | +9.7% | -12.6% | -4.6% |
| 6M | +8.3% | +12.8% | -4.4% | +5.9% |
| YTD | +36.7% | +22.3% | +14.4% | +31.8% |
| 1Y | +41.5% | +26.3% | +15.2% | +35.6% |
| 3Y | +68.6% | +45.0% | +23.6% | +51.0% |
| All | +68.6% | +44.5% | +24.1% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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