+67.8%
CSX vs ET
+232.1%
-164.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.4% | +0.9% | -4.3% | -3.6% |
| 30D | -3.1% | +7.5% | -10.6% | -5.2% |
| 3M | +7.2% | +11.4% | -4.2% | +3.7% |
| 6M | +16.2% | +18.5% | -2.4% | +10.0% |
| YTD | +37.5% | +37.4% | +0.2% | +24.2% |
| 1Y | +53.2% | +30.9% | +22.3% | +40.3% |
| 3Y | +68.2% | +98.7% | -30.5% | +33.0% |
| All | +67.8% | +232.1% | -164.3% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling