+68.6%
CSX vs ELF
+18.9%
+49.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.7% | -9.1% | -3.7% |
| 7D | -5.5% | +4.0% | -9.5% | -5.7% |
| 30D | +4.9% | +10.6% | -5.6% | +4.3% |
| 3M | -2.9% | +25.8% | -28.7% | -4.3% |
| 6M | +8.3% | +89.1% | -80.7% | +3.8% |
| YTD | +36.7% | +52.7% | -16.0% | +32.2% |
| 1Y | +41.5% | +51.7% | -10.2% | +36.7% |
| 3Y | +68.6% | +14.2% | +54.4% | +59.6% |
| All | +68.6% | +18.9% | +49.7% | +59.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling