+74.5%
CSX vs ESI
+77.3%
-2.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.4% | +1.8% |
| 7D | -2.2% | -3.5% | +1.2% | -1.7% |
| 30D | +6.8% | -9.3% | +16.1% | +8.4% |
| 3M | +0.7% | -12.8% | +13.5% | +2.8% |
| 6M | +13.3% | -24.6% | +37.9% | +18.4% |
| YTD | +40.5% | +32.7% | +7.8% | +24.6% |
| 1Y | +44.7% | +20.3% | +24.4% | +31.7% |
| 3Y | +74.5% | +80.2% | -5.7% | +37.6% |
| All | +74.5% | +77.3% | -2.8% | +37.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling