+9,772.3%
CSX vs EFX
+6,408.3%
+3,364.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.4% | +7.2% | +3.0% |
| 7D | -3.4% | -8.6% | +5.3% | -0.5% |
| 30D | -3.1% | +0.1% | -3.2% | -3.4% |
| 3M | +7.2% | +3.8% | +3.3% | +4.6% |
| 6M | +16.2% | -13.5% | +29.7% | +20.0% |
| YTD | +37.5% | -17.7% | +55.2% | +43.2% |
| 1Y | +53.2% | -25.6% | +78.8% | +64.4% |
| 3Y | +68.2% | -12.1% | +80.3% | +65.1% |
| 5Y | +65.2% | -33.8% | +99.0% | +74.5% |
| 10Y | +504.1% | +45.1% | +459.0% | +362.4% |
| All | +9,772.3% | +6,408.3% | +3,364.0% | +2,827.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling