+427.3%
CSX vs EL
+56.3%
+371.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -4.0% |
| 7D | -5.5% | +0.8% | -6.3% | -5.8% |
| 30D | +4.9% | +16.5% | -11.6% | +0.5% |
| 3M | -2.9% | +29.2% | -32.0% | -10.1% |
| 6M | +8.3% | +27.9% | -19.6% | -0.2% |
| YTD | +36.7% | +6.2% | +30.5% | +30.5% |
| 1Y | +41.5% | +27.2% | +14.3% | +27.6% |
| 3Y | +68.6% | +3.2% | +65.4% | +51.0% |
| 5Y | +48.4% | -66.0% | +114.4% | +102.5% |
| All | +427.3% | +56.3% | +371.1% | +347.1% |
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