+482.4%
CSX vs ELV
+265.4%
+217.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.5% | -0.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -2.3% | +2.0% | -4.2% | -2.9% |
| 3M | +4.3% | -3.5% | +7.8% | +4.8% |
| 6M | +23.4% | +40.2% | -16.8% | +9.9% |
| YTD | +36.4% | +15.8% | +20.6% | +27.8% |
| 1Y | +53.0% | +33.2% | +19.9% | +36.3% |
| 3Y | +70.6% | -6.2% | +76.9% | +66.1% |
| 5Y | +65.5% | +16.4% | +49.0% | +42.5% |
| 10Y | +482.4% | +259.8% | +222.6% | +215.7% |
| All | +482.4% | +265.4% | +217.0% | +215.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling