+416.4%
CSX vs EME
+948.4%
-532.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +3.3% | -1.7% | +0.6% |
| 7D | -0.3% | +4.3% | -4.6% | -1.7% |
| 30D | +8.7% | -14.4% | +23.1% | +13.4% |
| 3M | +4.2% | -18.3% | +22.5% | +9.9% |
| 6M | +16.7% | -28.3% | +45.0% | +27.2% |
| YTD | +44.5% | +9.2% | +35.3% | +34.6% |
| 1Y | +50.3% | +4.3% | +46.0% | +42.1% |
| 3Y | +76.3% | +218.6% | -142.3% | -3.1% |
| 5Y | +58.1% | +421.0% | -362.9% | -32.4% |
| 10Y | +416.4% | +928.3% | -511.9% | +60.4% |
| All | +416.4% | +948.4% | -532.0% | +60.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling