+74.5%
CSX vs ESI
+64.8%
+9.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | -0.8% |
| 7D | -2.7% | -13.1% | +10.4% | -0.2% |
| 30D | +7.0% | -18.5% | +25.5% | +10.9% |
| 3M | -0.3% | -19.6% | +19.3% | +3.4% |
| 6M | +13.5% | -29.8% | +43.3% | +20.3% |
| YTD | +41.5% | +23.9% | +17.6% | +27.2% |
| 1Y | +45.8% | +15.0% | +30.8% | +33.5% |
| All | +74.5% | +64.8% | +9.7% | +39.9% |
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