+427.3%
CSX vs EVRG
+121.0%
+306.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.1% | -3.5% | -3.4% |
| 7D | -5.5% | +1.9% | -7.4% | -6.3% |
| 30D | +4.9% | +9.0% | -4.1% | +0.8% |
| 3M | -2.9% | +6.3% | -9.2% | -5.7% |
| 6M | +8.3% | +9.9% | -1.6% | +3.4% |
| YTD | +36.7% | +23.8% | +12.9% | +23.3% |
| 1Y | +41.5% | +19.9% | +21.6% | +29.5% |
| 3Y | +68.6% | +94.3% | -25.6% | +21.1% |
| 5Y | +48.4% | +64.6% | -16.2% | +14.5% |
| All | +427.3% | +121.0% | +306.4% | +252.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling