+409.0%
CSX vs EFX
+69.3%
+339.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.2% | +1.2% |
| 7D | +0.7% | +0.3% | +0.4% | +0.6% |
| 30D | +8.1% | +29.1% | -21.0% | -0.4% |
| 3M | +2.2% | +4.3% | -2.1% | +0.2% |
| 6M | +14.6% | +7.7% | +6.9% | +10.2% |
| YTD | +42.2% | -12.5% | +54.7% | +44.7% |
| 1Y | +47.3% | -8.8% | +56.1% | +47.7% |
| 3Y | +73.5% | +4.3% | +69.2% | +59.1% |
| 5Y | +54.1% | -29.4% | +83.5% | +59.1% |
| 10Y | +409.0% | +78.1% | +330.9% | +277.4% |
| All | +409.0% | +69.3% | +339.6% | +277.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling