+4,287.5%
CSX vs EME
+49,337.3%
-45,049.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.2% | -5.6% | -4.1% |
| 7D | -5.5% | -10.5% | +4.9% | -2.6% |
| 30D | +4.9% | -22.4% | +27.4% | +13.0% |
| 3M | -2.9% | -24.7% | +21.8% | +5.1% |
| 6M | +8.3% | -35.5% | +43.8% | +21.6% |
| YTD | +36.7% | -0.3% | +37.1% | +32.1% |
| 1Y | +41.5% | -6.7% | +48.2% | +39.5% |
| 3Y | +68.6% | +190.6% | -122.0% | +7.2% |
| 5Y | +48.4% | +367.3% | -318.8% | -20.9% |
| 10Y | +446.6% | +954.5% | -507.9% | +114.0% |
| All | +4,287.5% | +49,337.3% | -45,049.8% | +976.1% |
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