+427.3%
CSX vs ELF
+337.1%
+90.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -4.0% |
| 7D | -5.5% | +4.0% | -9.5% | -6.0% |
| 30D | +4.9% | +10.6% | -5.6% | +3.7% |
| 3M | -2.9% | +25.8% | -28.7% | -5.6% |
| 6M | +8.3% | +89.1% | -80.7% | -0.1% |
| YTD | +36.7% | +52.7% | -16.0% | +28.2% |
| 1Y | +41.5% | +51.7% | -10.2% | +32.5% |
| 3Y | +68.6% | +14.2% | +54.4% | +51.1% |
| 5Y | +48.4% | +270.7% | -222.3% | +6.3% |
| All | +427.3% | +337.1% | +90.2% | +224.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling