+47.1%
CSX vs ELV
+42.6%
+4.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.9% | -2.3% | +2.2% |
| 7D | +0.1% | +4.8% | -4.6% | -0.2% |
| 30D | +9.7% | +10.1% | -0.3% | +9.1% |
| 3M | +2.3% | +15.4% | -13.1% | +1.3% |
| 6M | +17.1% | +17.7% | -0.7% | +15.6% |
| YTD | +44.9% | +25.7% | +19.2% | +40.2% |
| 1Y | +47.1% | +39.9% | +7.2% | +39.5% |
| All | +47.1% | +42.6% | +4.5% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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