+47.3%
CSX vs EL
+30.6%
+16.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.2% |
| 7D | +0.7% | +7.6% | -6.9% | 0.0% |
| 30D | +8.1% | +15.7% | -7.6% | +6.7% |
| 3M | +2.2% | +30.5% | -28.3% | -0.1% |
| 6M | +14.6% | +32.5% | -17.9% | +12.0% |
| YTD | +42.2% | +9.4% | +32.7% | +38.0% |
| 1Y | +47.3% | +28.4% | +19.0% | +37.4% |
| All | +47.3% | +30.6% | +16.7% | +37.4% |
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