+482.4%
CSX vs EVRG
+114.7%
+367.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.2% |
| 7D | +0.6% | +0.9% | -0.3% | +0.2% |
| 30D | -2.3% | -0.5% | -1.7% | -2.1% |
| 3M | +4.3% | +1.5% | +2.8% | +3.4% |
| 6M | +23.4% | +1.2% | +22.2% | +22.4% |
| YTD | +36.4% | +16.3% | +20.1% | +26.6% |
| 1Y | +53.0% | +20.3% | +32.8% | +39.7% |
| 3Y | +70.6% | +72.3% | -1.7% | +29.4% |
| 5Y | +65.5% | +46.7% | +18.8% | +34.6% |
| 10Y | +482.4% | +113.8% | +368.6% | +294.0% |
| All | +482.4% | +114.7% | +367.7% | +294.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded EVRG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling