+67.8%
CSX vs EXC
+47.1%
+20.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +1.9% | +1.2% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -3.1% | -3.7% | +0.6% | -2.0% |
| 3M | +7.2% | -1.3% | +8.5% | +7.5% |
| 6M | +16.2% | -9.7% | +25.9% | +19.6% |
| YTD | +37.5% | +2.9% | +34.7% | +35.7% |
| 1Y | +53.2% | +4.4% | +48.8% | +50.2% |
| 3Y | +68.2% | +22.2% | +46.0% | +53.4% |
| All | +67.8% | +47.1% | +20.7% | +36.9% |
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 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