+47.1%
CSX vs ETN
-1.0%
+48.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -9.9% | +12.5% | +3.5% |
| 7D | +0.1% | -10.1% | +10.3% | +1.0% |
| 30D | +9.7% | -18.4% | +28.1% | +12.1% |
| 3M | +2.3% | -20.4% | +22.7% | +4.7% |
| 6M | +17.1% | -16.0% | +33.0% | +18.4% |
| YTD | +44.9% | +11.8% | +33.1% | +35.5% |
| 1Y | +47.1% | -5.5% | +52.6% | +43.4% |
| All | +47.1% | -1.0% | +48.1% | +43.4% |
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