+412.6%
CSX vs ESI
+323.5%
+89.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.4% | +1.0% |
| 7D | -2.2% | -3.5% | +1.2% | -1.3% |
| 30D | +6.8% | -9.3% | +16.1% | +9.6% |
| 3M | +0.7% | -12.8% | +13.5% | +4.3% |
| 6M | +13.3% | -24.6% | +37.9% | +21.7% |
| YTD | +40.5% | +32.7% | +7.8% | +19.2% |
| 1Y | +44.7% | +20.3% | +24.4% | +27.3% |
| 3Y | +74.5% | +80.2% | -5.7% | +25.3% |
| 5Y | +52.0% | +40.0% | +12.0% | +18.0% |
| 10Y | +412.6% | +310.8% | +101.9% | +135.8% |
| All | +412.6% | +323.5% | +89.2% | +135.8% |
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