+68.6%
CSX vs EMR
+85.7%
-17.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -5.5% | -1.6% | -4.0% | -5.0% |
| 30D | +4.9% | +2.0% | +3.0% | +4.1% |
| 3M | -2.9% | +3.8% | -6.7% | -4.4% |
| 6M | +8.3% | +10.5% | -2.2% | +3.7% |
| YTD | +36.7% | +23.7% | +13.0% | +24.1% |
| 1Y | +41.5% | +25.4% | +16.1% | +27.6% |
| 3Y | +68.6% | +86.6% | -17.9% | +35.0% |
| All | +68.6% | +85.7% | -17.1% | +35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling