+106.7%
CSX vs EOSE
-81.0%
+187.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +5.5% | -6.2% | -0.8% |
| 7D | +6.0% | +9.8% | -3.8% | +5.7% |
| 30D | +7.8% | -2.1% | +9.9% | +7.7% |
| 3M | +4.1% | -54.1% | +58.2% | +5.4% |
| 6M | +17.9% | -76.9% | +94.8% | +20.9% |
| YTD | +44.9% | -83.3% | +128.2% | +48.4% |
| 1Y | +51.1% | -87.4% | +138.6% | +55.7% |
| 3Y | +78.3% | +61.9% | +16.4% | +65.3% |
| 5Y | +58.1% | -82.1% | +140.2% | +43.7% |
| All | +106.7% | -81.0% | +187.7% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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