+5,889.9%
CSX vs EW
+7,833.4%
-1,943.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.5% | -3.8% | -2.7% |
| 7D | -2.7% | +6.8% | -9.5% | -4.2% |
| 30D | +7.0% | +16.6% | -9.6% | +3.2% |
| 3M | -0.3% | +13.3% | -13.6% | -3.3% |
| 6M | +13.5% | +21.6% | -8.1% | +8.0% |
| YTD | +41.5% | +18.3% | +23.2% | +35.2% |
| 1Y | +45.8% | +21.7% | +24.1% | +38.3% |
| 3Y | +74.4% | +50.3% | +24.1% | +51.7% |
| 5Y | +53.6% | -15.0% | +68.6% | +50.6% |
| 10Y | +465.6% | +237.5% | +228.2% | +299.1% |
| All | +5,889.9% | +7,833.4% | -1,943.5% | +2,376.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling