+9,772.3%
CSX vs ETN
+20,051.4%
-10,279.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | -0.9% |
| 7D | -3.4% | +2.0% | -5.4% | -4.4% |
| 30D | -3.1% | -7.9% | +4.8% | +0.8% |
| 3M | +7.2% | -1.6% | +8.8% | +5.7% |
| 6M | +16.2% | +16.9% | -0.7% | +3.8% |
| YTD | +37.5% | +30.1% | +7.5% | +15.5% |
| 1Y | +53.2% | +19.3% | +33.9% | +33.3% |
| 3Y | +68.2% | +82.5% | -14.3% | +9.0% |
| 5Y | +65.2% | +166.8% | -101.6% | -15.1% |
| 10Y | +504.1% | +649.7% | -145.6% | +72.5% |
| All | +9,772.3% | +20,051.4% | -10,279.2% | +562.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling