+67.8%
CSX vs EMB
+7.4%
+60.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.8% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -3.1% | -0.3% | -2.8% | -2.8% |
| 3M | +7.2% | -0.4% | +7.6% | +7.5% |
| 6M | +16.2% | +0.1% | +16.0% | +16.0% |
| YTD | +37.5% | +1.6% | +36.0% | +35.8% |
| 1Y | +53.2% | +5.6% | +47.6% | +46.7% |
| 3Y | +68.2% | +29.8% | +38.4% | +37.8% |
| All | +67.8% | +7.4% | +60.4% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling