+52.0%
CSX vs EL
-65.0%
+117.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.3% |
| 7D | -2.2% | +8.0% | -10.2% | -3.6% |
| 30D | +6.8% | +15.4% | -8.6% | +4.0% |
| 3M | +0.7% | +28.5% | -27.8% | -4.1% |
| 6M | +13.3% | +32.2% | -19.0% | +6.8% |
| YTD | +40.5% | +9.2% | +31.3% | +35.9% |
| 1Y | +44.7% | +30.8% | +13.9% | +34.6% |
| 3Y | +74.5% | +3.7% | +70.8% | +62.0% |
| 5Y | +52.0% | -64.8% | +116.8% | +94.4% |
| All | +52.0% | -65.0% | +117.0% | +94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling