+3,861.2%
CSX vs ELV
+2,444.2%
+1,417.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.6% | +1.4% |
| 7D | -3.4% | +3.3% | -6.7% | -4.5% |
| 30D | -3.1% | +4.2% | -7.2% | -4.5% |
| 3M | +7.2% | -0.1% | +7.2% | +6.5% |
| 6M | +16.2% | +41.3% | -25.1% | +2.5% |
| YTD | +37.5% | +17.4% | +20.1% | +27.7% |
| 1Y | +53.2% | +35.1% | +18.2% | +35.1% |
| 3Y | +68.2% | -3.2% | +71.5% | +60.9% |
| 5Y | +65.2% | +15.6% | +49.6% | +44.5% |
| 10Y | +504.1% | +276.8% | +227.4% | +231.2% |
| All | +3,861.2% | +2,444.2% | +1,417.0% | +1,161.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling