+409.0%
CSX vs ESI
+306.3%
+102.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +0.7% | -6.6% | +7.3% | +2.9% |
| 30D | +8.1% | -9.8% | +17.9% | +11.2% |
| 3M | +2.2% | -11.9% | +14.1% | +5.4% |
| 6M | +14.6% | -25.1% | +39.7% | +23.4% |
| YTD | +42.2% | +31.9% | +10.3% | +20.9% |
| 1Y | +47.3% | +19.2% | +28.1% | +30.0% |
| 3Y | +73.5% | +76.2% | -2.6% | +25.7% |
| 5Y | +54.1% | +39.4% | +14.7% | +19.8% |
| 10Y | +409.0% | +304.9% | +104.1% | +134.6% |
| All | +409.0% | +306.3% | +102.7% | +134.6% |
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