+416.4%
CSX vs EXC
+197.6%
+218.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.5% |
| 7D | -0.3% | -1.4% | +1.1% | +0.4% |
| 30D | +8.7% | +8.3% | +0.4% | +4.8% |
| 3M | +4.2% | +2.6% | +1.6% | +2.9% |
| 6M | +16.7% | +5.2% | +11.5% | +13.6% |
| YTD | +44.5% | +7.5% | +36.9% | +38.5% |
| 1Y | +50.3% | +3.2% | +47.1% | +46.7% |
| 3Y | +76.3% | +29.5% | +46.8% | +50.2% |
| 5Y | +58.1% | +39.7% | +18.5% | +26.9% |
| 10Y | +416.4% | +200.1% | +216.3% | +236.9% |
| All | +416.4% | +197.6% | +218.8% | +236.9% |
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