+65.5%
CSX vs EQT
+185.3%
-119.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +0.6% | -0.8% | +1.5% | +0.7% |
| 30D | -2.3% | +6.6% | -8.9% | -3.1% |
| 3M | +4.3% | +4.4% | -0.1% | +3.5% |
| 6M | +23.4% | -10.5% | +33.9% | +24.9% |
| YTD | +36.4% | +3.7% | +32.7% | +35.0% |
| 1Y | +53.0% | +9.9% | +43.2% | +49.8% |
| 3Y | +70.6% | +35.4% | +35.3% | +58.3% |
| 5Y | +65.5% | +189.2% | -123.7% | +35.7% |
| All | +65.5% | +185.3% | -119.8% | +35.7% |
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