+427.3%
CSX vs EMB
+28.3%
+399.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.4% | -3.4% |
| 7D | -5.5% | -0.1% | -5.4% | -5.4% |
| 30D | +4.9% | +1.3% | +3.6% | +3.7% |
| 3M | -2.9% | -2.7% | -0.1% | -0.1% |
| 6M | +8.3% | -2.8% | +11.2% | +11.4% |
| YTD | +36.7% | -1.1% | +37.9% | +38.3% |
| 1Y | +41.5% | 0.0% | +41.5% | +41.5% |
| 3Y | +68.6% | +28.8% | +39.8% | +30.8% |
| 5Y | +48.4% | +6.0% | +42.5% | +42.7% |
| All | +427.3% | +28.3% | +399.0% | +355.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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