+41.5%
CSX vs EFX
-7.7%
+49.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.2% |
| 7D | -5.5% | +2.7% | -8.2% | -5.7% |
| 30D | +4.9% | +33.1% | -28.2% | +2.7% |
| 3M | -2.9% | +8.2% | -11.0% | -3.7% |
| 6M | +8.3% | +10.2% | -1.8% | +7.2% |
| YTD | +36.7% | -11.8% | +48.6% | +37.8% |
| 1Y | +41.5% | -6.1% | +47.6% | +39.4% |
| All | +41.5% | -7.7% | +49.2% | +39.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling