+55.0%
CSX vs ELAN
+21.9%
+33.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.9% | +4.3% | +1.7% |
| 7D | +0.1% | -6.4% | +6.5% | +0.9% |
| 30D | -1.5% | +0.6% | -2.1% | -1.7% |
| 3M | +6.0% | 0.0% | +6.0% | +5.6% |
| 6M | +20.6% | -3.4% | +24.0% | +20.4% |
| YTD | +36.5% | +1.0% | +35.5% | +36.1% |
| 1Y | +55.0% | +24.7% | +30.3% | +55.3% |
| All | +55.0% | +21.9% | +33.1% | +55.3% |
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