+504.6%
CSX vs EIX
+17.3%
+487.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.6% |
| 7D | -3.4% | -19.1% | +15.7% | +2.0% |
| 30D | -3.1% | -16.9% | +13.8% | +1.1% |
| 3M | +7.2% | -20.0% | +27.2% | +12.9% |
| 6M | +16.2% | -21.3% | +37.5% | +23.0% |
| YTD | +37.5% | -1.7% | +39.3% | +34.3% |
| 1Y | +53.2% | +9.6% | +43.7% | +43.4% |
| 3Y | +68.2% | -3.7% | +71.9% | +60.5% |
| 5Y | +65.2% | +22.6% | +42.6% | +41.8% |
| All | +504.6% | +17.3% | +487.3% | +411.2% |
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