+47.3%
CSX vs ELF
+56.1%
-8.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | +0.7% | +6.3% | -5.6% | +0.5% |
| 30D | +8.1% | +8.5% | -0.4% | +7.7% |
| 3M | +2.2% | +24.4% | -22.2% | +1.3% |
| 6M | +14.6% | +94.7% | -80.1% | +10.5% |
| YTD | +42.2% | +55.9% | -13.7% | +36.1% |
| 1Y | +47.3% | +48.4% | -1.1% | +42.3% |
| All | +47.3% | +56.1% | -8.8% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling