+416.4%
CSX vs EW
+242.2%
+174.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.1% |
| 7D | -0.3% | +6.5% | -6.8% | -2.1% |
| 30D | +8.7% | +22.5% | -13.8% | +2.5% |
| 3M | +4.2% | +13.0% | -8.8% | +0.4% |
| 6M | +16.7% | +37.1% | -20.4% | +6.0% |
| YTD | +44.5% | +24.1% | +20.4% | +34.6% |
| 1Y | +50.3% | +24.2% | +26.0% | +39.9% |
| 3Y | +76.3% | +64.8% | +11.5% | +41.1% |
| 5Y | +58.1% | -7.4% | +65.6% | +51.9% |
| 10Y | +416.4% | +248.8% | +167.6% | +224.6% |
| All | +416.4% | +242.2% | +174.2% | +224.6% |
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