+9,714.3%
CSX vs ETR
+4,550.2%
+5,164.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.5% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | +4.9% | +7.5% | -2.6% | +2.1% |
| 3M | -2.9% | +4.4% | -7.3% | -4.5% |
| 6M | +8.3% | -1.5% | +9.9% | +8.7% |
| YTD | +36.7% | +21.8% | +15.0% | +26.2% |
| 1Y | +41.5% | +18.4% | +23.1% | +32.0% |
| 3Y | +68.6% | +148.5% | -79.9% | +15.8% |
| 5Y | +48.4% | +152.6% | -104.2% | +0.5% |
| 10Y | +446.6% | +354.5% | +92.1% | +192.8% |
| All | +9,714.3% | +4,550.2% | +5,164.1% | +2,782.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling