+10,056.0%
CSX vs EMR
+4,305.0%
+5,751.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.6% | +2.3% | +0.2% |
| 7D | -2.7% | -4.8% | +2.1% | -0.1% |
| 30D | +7.0% | +0.7% | +6.3% | +6.3% |
| 3M | -0.3% | +0.4% | -0.7% | -1.1% |
| 6M | +13.5% | +18.4% | -4.8% | +1.6% |
| YTD | +41.5% | +23.9% | +17.6% | +22.0% |
| 1Y | +45.8% | +24.7% | +21.1% | +24.9% |
| 3Y | +74.4% | +86.4% | -12.0% | +14.3% |
| 5Y | +53.6% | +83.3% | -29.7% | +0.2% |
| 10Y | +465.6% | +320.2% | +145.5% | +119.3% |
| All | +10,056.0% | +4,305.0% | +5,751.0% | +1,136.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling