+58.3%
CSX vs EFX
-30.1%
+88.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.7% | -1.4% | -0.8% |
| 7D | +6.0% | -0.8% | +6.7% | +6.2% |
| 30D | +7.8% | +25.1% | -17.3% | +1.8% |
| 3M | +4.1% | +1.7% | +2.4% | +3.2% |
| 6M | +17.9% | +18.4% | -0.5% | +11.5% |
| YTD | +44.9% | -12.5% | +57.4% | +47.6% |
| 1Y | +51.1% | -8.1% | +59.2% | +51.6% |
| 3Y | +78.3% | +4.8% | +73.5% | +64.1% |
| All | +58.3% | -30.1% | +88.4% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling