+409.0%
CSX vs ETN
+548.8%
-139.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.7% |
| 7D | +0.7% | -9.3% | +10.0% | +4.5% |
| 30D | +8.1% | -17.3% | +25.4% | +16.1% |
| 3M | +2.2% | -20.1% | +22.3% | +10.7% |
| 6M | +14.6% | -11.3% | +25.9% | +15.5% |
| YTD | +42.2% | +12.5% | +29.7% | +25.4% |
| 1Y | +47.3% | -5.6% | +52.9% | +41.9% |
| 3Y | +73.5% | +65.6% | +7.9% | +11.2% |
| 5Y | +54.1% | +122.4% | -68.3% | -21.3% |
| 10Y | +409.0% | +531.4% | -122.5% | +29.9% |
| All | +409.0% | +548.8% | -139.8% | +29.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling