+1,372.0%
CSX vs EMB
+126.0%
+1,246.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -1.9% |
| 7D | -2.7% | -0.3% | -2.4% | -2.4% |
| 30D | +7.0% | +1.1% | +5.9% | +6.2% |
| 3M | -0.3% | -2.9% | +2.7% | +2.0% |
| 6M | +13.5% | -2.1% | +15.6% | +15.3% |
| YTD | +41.5% | -1.1% | +42.6% | +42.8% |
| 1Y | +45.8% | +0.3% | +45.4% | +45.5% |
| 3Y | +74.4% | +27.7% | +46.7% | +45.1% |
| 5Y | +53.6% | +6.0% | +47.6% | +46.4% |
| 10Y | +465.6% | +29.1% | +436.5% | +377.8% |
| All | +1,372.0% | +126.0% | +1,246.1% | +802.9% |
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 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