+70.6%
CSX vs ELAN
+105.8%
-35.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.5% |
| 7D | +0.6% | +0.3% | +0.4% | +0.6% |
| 30D | -2.3% | +8.4% | -10.6% | -3.3% |
| 3M | +4.3% | +1.2% | +3.1% | +3.8% |
| 6M | +23.4% | +2.6% | +20.8% | +22.1% |
| YTD | +36.4% | +5.9% | +30.5% | +34.3% |
| 1Y | +53.0% | +25.8% | +27.2% | +47.0% |
| 3Y | +70.6% | +106.8% | -36.2% | +47.0% |
| All | +70.6% | +105.8% | -35.1% | +47.0% |
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 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