+4,313.4%
CSX vs EME
+61,143.5%
-56,830.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.9% | +0.3% |
| 7D | -3.4% | +1.9% | -5.3% | -4.0% |
| 30D | -3.1% | -8.3% | +5.2% | -0.6% |
| 3M | +7.2% | -10.7% | +17.9% | +9.5% |
| 6M | +16.2% | +1.9% | +14.3% | +13.3% |
| YTD | +37.5% | +23.5% | +14.1% | +25.4% |
| 1Y | +53.2% | +18.0% | +35.3% | +39.8% |
| 3Y | +68.2% | +236.1% | -167.9% | +3.1% |
| 5Y | +65.2% | +527.9% | -462.6% | -19.5% |
| 10Y | +504.1% | +1,252.8% | -748.6% | +120.4% |
| All | +4,313.4% | +61,143.5% | -56,830.1% | +921.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling