+41.5%
CSX vs EL
+22.5%
+19.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -3.6% |
| 7D | -5.5% | +0.8% | -6.3% | -5.6% |
| 30D | +4.9% | +16.5% | -11.6% | +3.6% |
| 3M | -2.9% | +29.2% | -32.0% | -4.9% |
| 6M | +8.3% | +27.9% | -19.6% | +6.3% |
| YTD | +36.7% | +6.2% | +30.5% | +33.2% |
| 1Y | +41.5% | +27.2% | +14.3% | +31.7% |
| All | +41.5% | +22.5% | +19.0% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling