+427.3%
CSX vs EIX
+29.5%
+397.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.5% | -0.9% | -2.6% |
| 7D | -5.5% | +1.0% | -6.5% | -5.8% |
| 30D | +4.9% | +9.1% | -4.2% | +2.1% |
| 3M | -2.9% | -10.2% | +7.4% | -1.3% |
| 6M | +8.3% | -11.2% | +19.6% | +10.0% |
| YTD | +36.7% | +4.5% | +32.3% | +30.8% |
| 1Y | +41.5% | +10.9% | +30.6% | +32.4% |
| 3Y | +68.6% | +8.4% | +60.2% | +54.3% |
| 5Y | +48.4% | +18.0% | +30.5% | +29.9% |
| All | +427.3% | +29.5% | +397.9% | +353.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling