+10,056.0%
CSX vs EIX
+1,190.5%
+8,865.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.1% |
| 7D | -2.7% | +2.5% | -5.2% | -3.3% |
| 30D | +7.0% | +14.1% | -7.1% | +3.3% |
| 3M | -0.3% | -9.4% | +9.1% | +0.8% |
| 6M | +13.5% | -9.1% | +22.6% | +14.4% |
| YTD | +41.5% | +7.1% | +34.4% | +36.1% |
| 1Y | +45.8% | +13.3% | +32.5% | +38.0% |
| 3Y | +74.4% | +10.9% | +63.5% | +63.0% |
| 5Y | +53.6% | +21.0% | +32.6% | +39.4% |
| 10Y | +465.6% | +33.6% | +432.0% | +383.9% |
| All | +10,056.0% | +1,190.5% | +8,865.4% | +4,177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling