+427.3%
CSX vs EFX
+66.3%
+361.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -2.7% |
| 7D | -5.5% | +2.7% | -8.2% | -6.3% |
| 30D | +4.9% | +33.1% | -28.2% | -4.1% |
| 3M | -2.9% | +8.2% | -11.0% | -5.8% |
| 6M | +8.3% | +10.2% | -1.8% | +3.5% |
| YTD | +36.7% | -11.8% | +48.6% | +38.8% |
| 1Y | +41.5% | -6.1% | +47.6% | +40.5% |
| 3Y | +68.6% | +7.5% | +61.1% | +53.3% |
| 5Y | +48.4% | -30.7% | +79.1% | +54.3% |
| All | +427.3% | +66.3% | +361.1% | +286.7% |
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