+10,299.8%
CSX vs ES
+1,247.8%
+9,052.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.6% | +1.9% |
| 7D | +0.1% | +5.3% | -5.2% | -1.7% |
| 30D | +9.7% | +8.9% | +0.8% | +6.5% |
| 3M | +2.3% | -1.9% | +4.2% | +2.9% |
| 6M | +17.1% | +3.9% | +13.2% | +15.1% |
| YTD | +44.9% | +8.3% | +36.6% | +40.1% |
| 1Y | +47.1% | -0.1% | +47.2% | +45.7% |
| 3Y | +78.6% | +46.0% | +32.5% | +51.3% |
| 5Y | +57.2% | +3.1% | +54.1% | +50.1% |
| 10Y | +479.2% | +88.4% | +390.8% | +339.9% |
| All | +10,299.8% | +1,247.8% | +9,052.0% | +4,103.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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