+78.3%
CSX vs ELAN
+150.7%
-72.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.8% |
| 7D | +6.0% | +4.0% | +1.9% | +5.4% |
| 30D | +7.8% | +18.8% | -10.9% | +5.3% |
| 3M | +4.1% | +19.0% | -14.9% | +1.6% |
| 6M | +17.9% | +22.8% | -4.9% | +14.1% |
| YTD | +44.9% | +18.3% | +26.6% | +40.5% |
| 1Y | +51.1% | +21.8% | +29.4% | +45.8% |
| 3Y | +78.3% | +153.8% | -75.6% | +45.5% |
| All | +78.3% | +150.7% | -72.5% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling