+9,986.1%
CSX vs ETN
+17,523.0%
-7,537.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.1% | -2.4% | +0.2% |
| 7D | -2.2% | -1.8% | -0.4% | -2.3% |
| 30D | +6.8% | -16.4% | +23.2% | +14.9% |
| 3M | +0.7% | -19.9% | +20.6% | +9.8% |
| 6M | +13.3% | -10.3% | +23.6% | +13.7% |
| YTD | +40.5% | +13.8% | +26.8% | +23.3% |
| 1Y | +44.7% | -3.1% | +47.7% | +37.6% |
| 3Y | +74.5% | +70.1% | +4.4% | +14.7% |
| 5Y | +52.0% | +122.3% | -70.3% | -16.0% |
| 10Y | +412.6% | +561.5% | -148.8% | +52.6% |
| All | +9,986.1% | +17,523.0% | -7,537.0% | +606.8% |
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