+3,682.0%
CSX vs EL
+1,750.9%
+1,931.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.9% | +1.6% | -1.2% |
| 7D | -2.7% | -1.1% | -1.6% | -2.4% |
| 30D | +7.0% | +15.3% | -8.3% | +2.3% |
| 3M | -0.3% | +24.2% | -24.5% | -7.5% |
| 6M | +13.5% | +30.9% | -17.3% | +2.7% |
| YTD | +41.5% | +3.9% | +37.6% | +34.9% |
| 1Y | +45.8% | +19.9% | +25.9% | +32.4% |
| 3Y | +74.4% | +2.5% | +71.9% | +54.9% |
| 5Y | +53.6% | -66.7% | +120.3% | +93.5% |
| 10Y | +465.6% | +54.9% | +410.7% | +312.6% |
| All | +3,682.0% | +1,750.9% | +1,931.1% | +1,317.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling