+58.3%
CSX vs ELF
+272.3%
-214.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.9% | -4.6% | -1.0% |
| 7D | +6.0% | +1.6% | +4.4% | +5.8% |
| 30D | +7.8% | +9.1% | -1.3% | +7.0% |
| 3M | +4.1% | +28.2% | -24.1% | +1.8% |
| 6M | +17.9% | +119.5% | -101.6% | +9.7% |
| YTD | +44.9% | +55.2% | -10.3% | +38.0% |
| 1Y | +51.1% | +58.6% | -7.5% | +43.5% |
| 3Y | +78.3% | +21.3% | +57.0% | +58.6% |
| All | +58.3% | +272.3% | -214.0% | +6.8% |
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