+51.1%
CSX vs EW
+25.9%
+25.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.3% | -1.9% | -0.8% |
| 7D | +6.0% | +4.9% | +1.1% | +5.3% |
| 30D | +7.8% | +23.9% | -16.1% | +5.1% |
| 3M | +4.1% | +15.8% | -11.7% | +2.2% |
| 6M | +17.9% | +31.7% | -13.7% | +13.6% |
| YTD | +44.9% | +25.7% | +19.2% | +42.2% |
| 1Y | +51.1% | +24.4% | +26.7% | +49.3% |
| All | +51.1% | +25.9% | +25.2% | +49.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling