+47.1%
CSX vs EME
-3.1%
+50.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.6% | +12.3% | +3.2% |
| 7D | +0.1% | -5.8% | +5.9% | +0.4% |
| 30D | +9.7% | -17.9% | +27.7% | +11.3% |
| 3M | +2.3% | -22.0% | +24.3% | +4.3% |
| 6M | +17.1% | -29.7% | +46.8% | +22.8% |
| YTD | +44.9% | +4.7% | +40.2% | +41.4% |
| 1Y | +47.1% | -2.1% | +49.2% | +45.3% |
| All | +47.1% | -3.1% | +50.2% | +45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling