+67.8%
CSX vs EIX
+22.8%
+45.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | 0.0% | +0.7% |
| 7D | -3.4% | -19.1% | +15.7% | +0.9% |
| 30D | -3.1% | -16.9% | +13.8% | +0.2% |
| 3M | +7.2% | -20.0% | +27.2% | +11.7% |
| 6M | +16.2% | -21.3% | +37.5% | +21.6% |
| YTD | +37.5% | -1.7% | +39.3% | +34.2% |
| 1Y | +53.2% | +9.6% | +43.7% | +44.1% |
| 3Y | +68.2% | -3.7% | +71.9% | +60.3% |
| All | +67.8% | +22.8% | +45.0% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling