+2,341.5%
CSX vs ET
+1,435.0%
+906.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.0% |
| 3M | +7.2% | +11.4% | -4.2% | +3.9% |
| 6M | +16.2% | +18.5% | -2.4% | +10.6% |
| YTD | +37.5% | +37.4% | +0.2% | +25.6% |
| 1Y | +53.2% | +30.9% | +22.3% | +41.6% |
| 3Y | +68.2% | +98.7% | -30.5% | +37.5% |
| 5Y | +65.2% | +230.7% | -165.5% | +16.0% |
| 10Y | +504.1% | +175.6% | +328.6% | +309.4% |
| All | +2,341.5% | +1,435.0% | +906.5% | +488.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling