+427.3%
CSX vs EMR
+312.7%
+114.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -5.5% | -1.6% | -4.0% | -4.7% |
| 30D | +4.9% | +2.0% | +3.0% | +3.6% |
| 3M | -2.9% | +3.8% | -6.7% | -5.4% |
| 6M | +8.3% | +10.5% | -2.2% | +1.0% |
| YTD | +36.7% | +23.7% | +13.0% | +17.8% |
| 1Y | +41.5% | +25.4% | +16.1% | +20.7% |
| 3Y | +68.6% | +86.6% | -17.9% | +8.3% |
| 5Y | +48.4% | +83.0% | -34.6% | -5.4% |
| All | +427.3% | +312.7% | +114.6% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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