+618.5%
CSX vs ESI
+177.3%
+441.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -8.0% | +5.7% | -0.1% |
| 7D | -2.7% | -13.1% | +10.4% | +1.1% |
| 30D | +7.0% | -18.5% | +25.5% | +12.7% |
| 3M | -0.3% | -19.6% | +19.3% | +5.0% |
| 6M | +13.5% | -29.8% | +43.3% | +22.9% |
| YTD | +41.5% | +23.9% | +17.6% | +27.6% |
| 1Y | +45.8% | +15.0% | +30.8% | +34.1% |
| 3Y | +74.4% | +64.3% | +10.0% | +40.4% |
| 5Y | +53.6% | +26.3% | +27.3% | +31.3% |
| 10Y | +465.6% | +321.7% | +143.9% | +233.9% |
| All | +618.5% | +177.3% | +441.2% | +381.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling