+65.5%
CSX vs ELAN
-29.1%
+94.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.6% |
| 3M | +4.3% | +1.2% | +3.1% | +3.7% |
| 6M | +23.4% | +2.6% | +20.8% | +21.7% |
| YTD | +36.4% | +5.9% | +30.5% | +33.7% |
| 1Y | +53.0% | +25.8% | +27.2% | +45.3% |
| 3Y | +70.6% | +106.8% | -36.2% | +40.6% |
| 5Y | +65.5% | -29.3% | +94.7% | +76.8% |
| All | +65.5% | -29.1% | +94.6% | +76.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling