+67.8%
CSX vs EFX
-33.8%
+101.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.2% | +2.4% |
| 7D | -3.4% | -8.6% | +5.3% | -1.3% |
| 30D | -3.1% | +0.1% | -3.2% | -3.3% |
| 3M | +7.2% | +3.8% | +3.3% | +5.3% |
| 6M | +16.2% | -13.5% | +29.7% | +19.5% |
| YTD | +37.5% | -17.7% | +55.2% | +42.6% |
| 1Y | +53.2% | -25.6% | +78.8% | +63.1% |
| 3Y | +68.2% | -12.1% | +80.3% | +64.2% |
| All | +67.8% | -33.8% | +101.6% | +74.9% |
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