+1,330.9%
CSX vs EMB
+132.1%
+1,198.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -2.9% |
| 3M | +7.2% | -0.4% | +7.6% | +7.5% |
| 6M | +16.2% | +0.1% | +16.0% | +16.1% |
| YTD | +37.5% | +1.6% | +36.0% | +35.9% |
| 1Y | +53.2% | +5.6% | +47.6% | +47.0% |
| 3Y | +68.2% | +29.8% | +38.4% | +38.2% |
| 5Y | +65.2% | +7.3% | +58.0% | +55.9% |
| 10Y | +504.1% | +30.4% | +473.7% | +404.8% |
| All | +1,330.9% | +132.1% | +1,198.8% | +759.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling