+10,056.0%
CSX vs ED
+2,522.9%
+7,533.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.3% | -2.7% |
| 7D | -2.7% | +5.2% | -7.9% | -4.7% |
| 30D | +7.0% | +15.5% | -8.5% | +0.8% |
| 3M | -0.3% | +13.0% | -13.3% | -5.3% |
| 6M | +13.5% | +13.1% | +0.4% | +7.7% |
| YTD | +41.5% | +25.3% | +16.2% | +28.4% |
| 1Y | +45.8% | +30.5% | +15.2% | +29.9% |
| 3Y | +74.4% | +49.3% | +25.1% | +44.4% |
| 5Y | +53.6% | +84.6% | -31.0% | +15.3% |
| 10Y | +465.6% | +135.4% | +330.2% | +268.2% |
| All | +10,056.0% | +2,522.9% | +7,533.1% | +2,342.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling