+53.2%
CSX vs ETN
+20.7%
+32.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.3% |
| 7D | -3.4% | +2.0% | -5.4% | -3.7% |
| 30D | -3.1% | -7.9% | +4.8% | -2.0% |
| 3M | +7.2% | -1.6% | +8.8% | +7.0% |
| 6M | +16.2% | +16.9% | -0.7% | +11.7% |
| YTD | +37.5% | +30.1% | +7.5% | +30.7% |
| 1Y | +53.2% | +19.3% | +33.9% | +49.3% |
| All | +53.2% | +20.7% | +32.5% | +49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 1y: compounded portfolio wealth divided by compounded ETN 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…
1y analysis · Full analysis span regression · 6 months rolling