+47.1%
CSX vs ELAN
+13.9%
+33.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.0% | -0.4% | +2.2% |
| 7D | +0.1% | +11.7% | -11.6% | -1.3% |
| 30D | +9.7% | +12.4% | -2.7% | +8.0% |
| 3M | +2.3% | -1.1% | +3.4% | +2.3% |
| 6M | +17.1% | +12.4% | +4.6% | +14.5% |
| YTD | +44.9% | +11.8% | +33.1% | +42.3% |
| 1Y | +47.1% | +12.5% | +34.6% | +44.0% |
| All | +47.1% | +13.9% | +33.2% | +44.0% |
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