+78.3%
CSX vs EME
+216.1%
-137.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.6% |
| 7D | +6.0% | +8.4% | -2.4% | +5.0% |
| 30D | +7.8% | -11.5% | +19.3% | +9.1% |
| 3M | +4.1% | -20.6% | +24.7% | +6.7% |
| 6M | +17.9% | -28.5% | +46.4% | +22.5% |
| YTD | +44.9% | +8.0% | +36.9% | +41.4% |
| 1Y | +51.1% | +6.8% | +44.4% | +47.7% |
| 3Y | +78.3% | +213.9% | -135.6% | +41.3% |
| All | +78.3% | +216.1% | -137.8% | +41.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling