+52.0%
CSX vs ELF
+284.3%
-232.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.8% | 0.0% | +2.5% |
| 7D | -2.2% | +7.8% | -10.0% | -2.8% |
| 30D | +6.8% | +9.3% | -2.5% | +6.0% |
| 3M | +0.7% | +21.2% | -20.5% | -1.0% |
| 6M | +13.3% | +96.1% | -82.8% | +6.4% |
| YTD | +40.5% | +57.0% | -16.4% | +33.7% |
| 1Y | +44.7% | +61.9% | -17.2% | +37.1% |
| 3Y | +74.5% | +20.0% | +54.5% | +55.6% |
| 5Y | +52.0% | +284.8% | -232.8% | +1.5% |
| All | +52.0% | +284.3% | -232.3% | +1.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling