+52.0%
CSX vs EXC
+43.6%
+8.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.1% | +2.7% | +2.7% |
| 7D | -2.2% | -1.7% | -0.5% | -1.6% |
| 30D | +6.8% | +9.3% | -2.5% | +3.9% |
| 3M | +0.7% | +1.0% | -0.3% | +0.3% |
| 6M | +13.3% | +5.9% | +7.3% | +11.1% |
| YTD | +40.5% | +7.6% | +32.9% | +36.6% |
| 1Y | +44.7% | +2.4% | +42.3% | +42.9% |
| 3Y | +74.5% | +30.2% | +44.2% | +55.6% |
| 5Y | +52.0% | +41.4% | +10.6% | +22.4% |
| All | +52.0% | +43.6% | +8.4% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling