+418.4%
CSX vs EXC
+201.2%
+217.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | +3.1% | -1.9% | +5.0% | +4.1% |
| 30D | +9.7% | +7.8% | +1.9% | +6.0% |
| 3M | +4.9% | +1.9% | +3.1% | +3.9% |
| 6M | +18.4% | +3.4% | +15.0% | +16.2% |
| YTD | +45.9% | +7.6% | +38.3% | +39.8% |
| 1Y | +50.0% | +2.1% | +47.9% | +47.2% |
| 3Y | +78.0% | +29.6% | +48.4% | +51.6% |
| 5Y | +59.2% | +39.5% | +19.7% | +27.7% |
| All | +418.4% | +201.2% | +217.2% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 EXC 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