+491.4%
CSX vs ELF
+357.7%
+133.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -2.0% |
| 7D | -2.7% | -2.7% | 0.0% | -2.4% |
| 30D | +7.0% | +6.9% | +0.1% | +6.2% |
| 3M | -0.3% | +27.2% | -27.5% | -3.2% |
| 6M | +13.5% | +84.9% | -71.3% | +4.9% |
| YTD | +41.5% | +44.5% | -3.0% | +33.5% |
| 1Y | +45.8% | -6.8% | +52.5% | +43.3% |
| 3Y | +74.4% | +14.2% | +60.1% | +55.9% |
| 5Y | +53.6% | +250.6% | -197.0% | +10.8% |
| 10Y | +465.6% | +318.0% | +147.6% | +246.4% |
| All | +491.4% | +357.7% | +133.7% | +262.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling