+68.6%
CSX vs EFX
+7.5%
+61.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.2% | -3.0% |
| 7D | -5.5% | +2.7% | -8.2% | -6.0% |
| 30D | +4.9% | +33.1% | -28.2% | -0.3% |
| 3M | -2.9% | +8.2% | -11.0% | -4.5% |
| 6M | +8.3% | +10.2% | -1.8% | +5.7% |
| YTD | +36.7% | -11.8% | +48.6% | +39.0% |
| 1Y | +41.5% | -6.1% | +47.6% | +41.5% |
| 3Y | +68.6% | +7.5% | +61.1% | +54.1% |
| All | +68.6% | +7.5% | +61.2% | +54.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling