+412.6%
CSX vs ET
+169.5%
+243.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.9% | +2.5% |
| 7D | -2.2% | -4.4% | +2.2% | -0.9% |
| 30D | +6.8% | -4.8% | +11.6% | +8.2% |
| 3M | +0.7% | -3.4% | +4.1% | +1.5% |
| 6M | +13.3% | +2.2% | +11.1% | +12.2% |
| YTD | +40.5% | +24.2% | +16.3% | +31.0% |
| 1Y | +44.7% | +24.5% | +20.2% | +34.6% |
| 3Y | +74.5% | +83.6% | -9.1% | +43.1% |
| 5Y | +52.0% | +203.4% | -151.4% | +6.5% |
| 10Y | +412.6% | +166.5% | +246.1% | +248.9% |
| All | +412.6% | +169.5% | +243.1% | +248.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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