+123.5%
CSX vs ELAN
-28.2%
+151.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.5% | -0.5% |
| 7D | -0.9% | -5.4% | +4.5% | +0.3% |
| 30D | -2.0% | +4.7% | -6.7% | -3.1% |
| 3M | +3.6% | -3.7% | +7.3% | +4.0% |
| 6M | +22.0% | -1.2% | +23.2% | +20.6% |
| YTD | +36.3% | +2.4% | +33.9% | +33.3% |
| 1Y | +50.9% | +23.4% | +27.6% | +40.7% |
| 3Y | +69.2% | +96.7% | -27.5% | +30.8% |
| 5Y | +69.2% | -30.6% | +99.8% | +77.7% |
| All | +123.5% | -28.2% | +151.7% | +101.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling