+427.3%
CSX vs EW
+236.3%
+191.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.7% | -3.7% |
| 7D | -5.5% | +11.0% | -16.5% | -8.4% |
| 30D | +4.9% | +19.1% | -14.1% | -0.3% |
| 3M | -2.9% | +14.4% | -17.2% | -6.8% |
| 6M | +8.3% | +22.8% | -14.4% | +1.5% |
| YTD | +36.7% | +19.8% | +16.9% | +28.7% |
| 1Y | +41.5% | +23.9% | +17.6% | +31.7% |
| 3Y | +68.6% | +52.2% | +16.4% | +38.5% |
| 5Y | +48.4% | -13.9% | +62.4% | +46.3% |
| All | +427.3% | +236.3% | +191.0% | +231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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