+504.6%
CSX vs EL
+31.9%
+472.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.0% | -2.1% | +0.1% |
| 7D | -3.4% | +0.8% | -4.2% | -3.6% |
| 30D | -3.1% | +19.8% | -22.9% | -8.2% |
| 3M | +7.2% | +25.7% | -18.5% | -0.1% |
| 6M | +16.2% | +5.4% | +10.7% | +12.7% |
| YTD | +37.5% | +0.2% | +37.3% | +33.8% |
| 1Y | +53.2% | +20.4% | +32.8% | +40.1% |
| 3Y | +68.2% | -32.1% | +100.4% | +75.2% |
| 5Y | +65.2% | -67.2% | +132.4% | +126.0% |
| All | +504.6% | +31.9% | +472.7% | +427.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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