+16.2%
CSX vs EQT
-8.9%
+25.0%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.6% | +0.8% |
| 7D | -3.4% | +1.1% | -4.5% | -3.3% |
| 30D | -3.1% | +7.7% | -10.8% | -2.6% |
| 3M | +7.2% | +0.2% | +7.0% | +7.1% |
| 6M | +16.2% | -9.5% | +25.6% | +14.8% |
| All | +16.2% | -8.9% | +25.0% | +14.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling