+427.3%
CSX vs ETR
+352.3%
+75.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -5.5% | +0.4% | -5.9% | -5.7% |
| 30D | +4.9% | +7.5% | -2.6% | +1.8% |
| 3M | -2.9% | +4.4% | -7.3% | -4.7% |
| 6M | +8.3% | -1.5% | +9.9% | +8.8% |
| YTD | +36.7% | +21.8% | +15.0% | +24.8% |
| 1Y | +41.5% | +18.4% | +23.1% | +30.7% |
| 3Y | +68.6% | +148.5% | -79.9% | +8.3% |
| 5Y | +48.4% | +152.6% | -104.2% | -6.5% |
| All | +427.3% | +352.3% | +75.0% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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