+95.1%
CSX vs EOSE
-82.7%
+177.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.4% | +4.1% | -3.2% |
| 7D | -5.5% | -7.9% | +2.4% | -5.4% |
| 30D | +4.9% | -43.9% | +48.8% | +6.0% |
| 3M | -2.9% | -55.8% | +53.0% | -1.5% |
| 6M | +8.3% | -73.4% | +81.7% | +10.7% |
| YTD | +36.7% | -84.8% | +121.6% | +40.4% |
| 1Y | +41.5% | -88.6% | +130.1% | +46.0% |
| 3Y | +68.6% | -2.8% | +71.4% | +58.8% |
| 5Y | +48.4% | -84.6% | +133.0% | +35.3% |
| All | +95.1% | -82.7% | +177.7% | +90.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling