+504.6%
CSX vs ESI
+316.2%
+188.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.9% | -2.1% | -0.2% |
| 7D | -3.4% | +3.3% | -6.7% | -4.5% |
| 30D | -3.1% | -5.9% | +2.8% | -1.2% |
| 3M | +7.2% | -14.1% | +21.3% | +11.5% |
| 6M | +16.2% | +6.6% | +9.6% | +9.9% |
| YTD | +37.5% | +45.0% | -7.5% | +14.9% |
| 1Y | +53.2% | +41.5% | +11.8% | +28.3% |
| 3Y | +68.2% | +78.8% | -10.5% | +23.9% |
| 5Y | +65.2% | +70.9% | -5.7% | +20.3% |
| All | +504.6% | +316.2% | +188.4% | +185.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling