+72.2%
CSX vs EFX
-11.7%
+83.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.2% | +2.0% |
| 7D | -3.4% | -8.6% | +5.3% | -1.8% |
| 30D | -3.1% | +0.1% | -3.2% | -3.3% |
| 3M | +7.2% | +3.8% | +3.3% | +5.8% |
| 6M | +16.2% | -13.5% | +29.7% | +18.9% |
| YTD | +37.5% | -17.7% | +55.2% | +41.8% |
| 1Y | +53.2% | -25.6% | +78.8% | +61.4% |
| All | +72.2% | -11.7% | +83.9% | +68.2% |
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