+92.1%
CSX vs EOSE
-58.6%
+150.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.5% | +2.2% | -1.2% |
| 7D | -0.6% | +15.0% | -15.5% | -0.9% |
| 30D | -3.2% | +2.5% | -5.7% | -3.4% |
| 3M | +2.6% | -33.7% | +36.3% | +3.2% |
| 6M | +19.8% | -32.7% | +52.6% | +20.0% |
| YTD | +34.7% | -63.8% | +98.4% | +36.0% |
| 1Y | +52.1% | -40.5% | +92.7% | +51.1% |
| 3Y | +68.4% | +50.4% | +18.1% | +58.1% |
| 5Y | +65.1% | -68.6% | +133.7% | +48.2% |
| All | +92.1% | -58.6% | +150.7% | +84.2% |
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