+416.4%
CSX vs EL
+63.7%
+352.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.9% |
| 7D | -0.3% | +0.3% | -0.5% | -0.4% |
| 30D | +8.7% | +12.3% | -3.6% | +5.2% |
| 3M | +4.2% | +28.4% | -24.2% | -3.3% |
| 6M | +16.7% | +36.7% | -20.1% | +5.5% |
| YTD | +44.5% | +8.4% | +36.1% | +37.2% |
| 1Y | +50.3% | +25.4% | +24.9% | +36.2% |
| 3Y | +76.3% | +3.4% | +72.9% | +58.1% |
| 5Y | +58.1% | -64.8% | +122.9% | +113.2% |
| 10Y | +416.4% | +63.0% | +353.4% | +330.0% |
| All | +416.4% | +63.7% | +352.7% | +330.0% |
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