+53.2%
CSX vs EME
+19.7%
+33.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.7% |
| 7D | -3.4% | +1.9% | -5.3% | -3.5% |
| 30D | -3.1% | -8.3% | +5.2% | -2.4% |
| 3M | +7.2% | -10.7% | +17.9% | +8.6% |
| 6M | +16.2% | +1.9% | +14.3% | +16.0% |
| YTD | +37.5% | +23.5% | +14.1% | +36.0% |
| 1Y | +53.2% | +18.0% | +35.3% | +49.5% |
| All | +53.2% | +19.7% | +33.5% | +49.5% |
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