+53.2%
CSX vs ELAN
+41.2%
+12.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.5% | +0.8% |
| 7D | -3.4% | +1.6% | -5.0% | -3.6% |
| 30D | -3.1% | -6.6% | +3.5% | -2.4% |
| 3M | +7.2% | -0.8% | +8.0% | +7.0% |
| 6M | +16.2% | +0.2% | +15.9% | +15.4% |
| YTD | +37.5% | +8.3% | +29.3% | +36.1% |
| 1Y | +53.2% | +40.2% | +13.0% | +53.5% |
| All | +53.2% | +41.2% | +12.0% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 ELAN 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