+137.7%
CSX vs ELAN
-17.0%
+154.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -0.9% |
| 7D | +6.0% | +4.0% | +1.9% | +5.0% |
| 30D | +7.8% | +18.8% | -10.9% | +3.5% |
| 3M | +4.1% | +19.0% | -14.9% | -0.3% |
| 6M | +17.9% | +22.8% | -4.9% | +11.3% |
| YTD | +44.9% | +18.3% | +26.6% | +36.8% |
| 1Y | +51.1% | +21.8% | +29.4% | +41.5% |
| 3Y | +78.3% | +153.8% | -75.6% | +29.7% |
| 5Y | +58.1% | -18.9% | +77.0% | +59.8% |
| All | +137.7% | -17.0% | +154.7% | +106.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling