+52.0%
CSX vs ED
+82.1%
-30.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.1% | +2.9% | +2.8% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | +6.8% | +11.6% | -4.8% | +3.1% |
| 3M | +0.7% | +10.5% | -9.8% | -2.6% |
| 6M | +13.3% | +13.2% | 0.0% | +8.6% |
| YTD | +40.5% | +22.1% | +18.4% | +31.2% |
| 1Y | +44.7% | +24.2% | +20.5% | +34.2% |
| 3Y | +74.5% | +46.9% | +27.6% | +47.2% |
| 5Y | +52.0% | +80.8% | -28.8% | +13.6% |
| All | +52.0% | +82.1% | -30.1% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling