+58.1%
CSX vs EQT
+187.4%
-129.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.3% | +0.3% | +1.4% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | +8.7% | -0.7% | +9.4% | +8.7% |
| 3M | +4.2% | -2.8% | +7.0% | +4.5% |
| 6M | +16.7% | -6.1% | +22.8% | +17.3% |
| YTD | +44.5% | -0.5% | +45.0% | +43.6% |
| 1Y | +50.3% | -12.1% | +62.4% | +52.1% |
| 3Y | +76.3% | +40.4% | +35.9% | +61.4% |
| 5Y | +58.1% | +167.8% | -109.6% | +22.6% |
| All | +58.1% | +187.4% | -129.3% | +22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 5y: compounded portfolio wealth divided by compounded EQT 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…
5y analysis · Full analysis span regression · 6 months rolling