+58.3%
CSX vs ELV
+5.9%
+52.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +6.0% | +1.0% | +5.0% | +5.8% |
| 30D | +7.8% | +0.4% | +7.4% | +7.7% |
| 3M | +4.1% | +8.4% | -4.3% | +2.9% |
| 6M | +17.9% | +8.4% | +9.5% | +16.2% |
| YTD | +44.9% | +24.4% | +20.5% | +39.1% |
| 1Y | +51.1% | +33.5% | +17.6% | +43.4% |
| 3Y | +78.3% | -2.1% | +80.4% | +77.8% |
| All | +58.3% | +5.9% | +52.4% | +49.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling