+490.1%
CSX vs ETR
+293.5%
+196.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.3% | +1.1% |
| 7D | -3.4% | +1.4% | -4.8% | -4.0% |
| 30D | -3.1% | +1.0% | -4.1% | -3.6% |
| 3M | +7.2% | -1.3% | +8.4% | +7.6% |
| 6M | +16.2% | +1.9% | +14.3% | +14.7% |
| YTD | +37.5% | +18.2% | +19.4% | +27.2% |
| 1Y | +53.2% | +24.7% | +28.6% | +38.3% |
| 3Y | +68.2% | +150.7% | -82.4% | +7.3% |
| 5Y | +65.2% | +127.0% | -61.8% | +9.3% |
| All | +490.1% | +293.5% | +196.6% | +286.8% |
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