+50.0%
CSX vs EMR
+29.8%
+20.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.0% | +1.0% |
| 7D | +3.1% | +2.7% | +0.4% | +2.3% |
| 30D | +9.7% | +2.1% | +7.6% | +9.0% |
| 3M | +4.9% | +2.3% | +2.7% | +4.1% |
| 6M | +18.4% | +22.5% | -4.1% | +10.5% |
| YTD | +45.9% | +27.2% | +18.7% | +32.9% |
| 1Y | +50.0% | +28.0% | +22.0% | +35.5% |
| All | +50.0% | +29.8% | +20.2% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling