+409.0%
CSX vs EMR
+294.2%
+114.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.8% |
| 7D | +0.7% | +0.7% | 0.0% | +0.3% |
| 30D | +8.1% | +3.5% | +4.6% | +5.8% |
| 3M | +2.2% | +5.9% | -3.7% | -1.5% |
| 6M | +14.6% | +19.4% | -4.8% | +2.3% |
| YTD | +42.2% | +27.7% | +14.5% | +20.3% |
| 1Y | +47.3% | +30.9% | +16.4% | +22.6% |
| 3Y | +73.5% | +104.2% | -30.7% | +5.8% |
| 5Y | +54.1% | +89.6% | -35.5% | -3.7% |
| 10Y | +409.0% | +280.0% | +129.0% | +83.1% |
| All | +409.0% | +294.2% | +114.7% | +83.1% |
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