+67.8%
CSX vs ELV
+15.3%
+52.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.1% |
| 7D | -3.4% | +3.3% | -6.7% | -3.8% |
| 30D | -3.1% | +4.2% | -7.2% | -3.7% |
| 3M | +7.2% | -0.1% | +7.2% | +7.0% |
| 6M | +16.2% | +41.3% | -25.1% | +9.8% |
| YTD | +37.5% | +17.4% | +20.1% | +33.1% |
| 1Y | +53.2% | +35.1% | +18.2% | +44.5% |
| 3Y | +68.2% | -3.2% | +71.5% | +67.0% |
| All | +67.8% | +15.3% | +52.5% | +56.5% |
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 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