+418.4%
CSX vs EME
+910.4%
-492.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.1% |
| 7D | +3.1% | +11.3% | -8.2% | -0.4% |
| 30D | +9.7% | -14.6% | +24.3% | +14.5% |
| 3M | +4.9% | -20.4% | +25.4% | +11.6% |
| 6M | +18.4% | -28.3% | +46.6% | +28.9% |
| YTD | +45.9% | +8.6% | +37.3% | +36.1% |
| 1Y | +50.0% | +3.2% | +46.7% | +42.2% |
| 3Y | +78.0% | +216.8% | -138.7% | -2.1% |
| 5Y | +59.2% | +417.5% | -358.3% | -31.9% |
| All | +418.4% | +910.4% | -492.0% | +61.8% |
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