+414.9%
CSX vs ESI
+318.1%
+96.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | +6.0% | +5.5% | +0.4% | +4.0% |
| 30D | +7.8% | -7.8% | +15.6% | +10.0% |
| 3M | +4.1% | -15.0% | +19.1% | +8.8% |
| 6M | +17.9% | -24.9% | +42.8% | +26.9% |
| YTD | +44.9% | +33.2% | +11.7% | +22.7% |
| 1Y | +51.1% | +24.9% | +26.2% | +31.0% |
| 3Y | +78.3% | +77.8% | +0.5% | +28.7% |
| 5Y | +58.1% | +37.1% | +21.0% | +23.8% |
| All | +414.9% | +318.1% | +96.9% | +133.3% |
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