+2,739.6%
CSX vs EFV
+258.8%
+2,480.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | -3.4% | +1.5% | -4.9% | -4.6% |
| 30D | -3.1% | +1.7% | -4.8% | -4.6% |
| 3M | +7.2% | +8.6% | -1.5% | -0.7% |
| 6M | +16.2% | +11.7% | +4.5% | +4.9% |
| YTD | +37.5% | +19.3% | +18.3% | +17.0% |
| 1Y | +53.2% | +30.2% | +23.0% | +20.5% |
| 3Y | +68.2% | +91.6% | -23.3% | -7.8% |
| 5Y | +65.2% | +96.4% | -31.2% | -12.6% |
| 10Y | +504.1% | +166.5% | +337.7% | +144.8% |
| All | +2,739.6% | +258.8% | +2,480.8% | +870.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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