+10,056.0%
CSX vs EXC
+2,516.2%
+7,539.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -3.0% | -2.6% |
| 7D | -2.7% | +1.4% | -4.0% | -3.2% |
| 30D | +7.0% | +11.6% | -4.6% | +2.7% |
| 3M | -0.3% | +2.7% | -2.9% | -1.4% |
| 6M | +13.5% | +2.7% | +10.9% | +12.1% |
| YTD | +41.5% | +9.7% | +31.8% | +35.8% |
| 1Y | +45.8% | +4.5% | +41.2% | +42.3% |
| 3Y | +74.4% | +28.5% | +45.9% | +54.8% |
| 5Y | +53.6% | +43.9% | +9.7% | +29.3% |
| 10Y | +465.6% | +183.7% | +281.9% | +262.8% |
| All | +10,056.0% | +2,516.2% | +7,539.8% | +3,532.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling