+91.1%
CSX vs EXE
+165.2%
-74.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +6.0% | +5.3% | +0.6% | +5.1% |
| 30D | +7.8% | -2.2% | +10.0% | +8.1% |
| 3M | +4.1% | -5.9% | +10.0% | +5.0% |
| 6M | +17.9% | -5.7% | +23.6% | +18.6% |
| YTD | +44.9% | -17.8% | +62.7% | +48.6% |
| 1Y | +51.1% | -23.1% | +74.3% | +56.7% |
| 3Y | +78.3% | +21.2% | +57.1% | +66.9% |
| 5Y | +58.1% | +78.8% | -20.7% | +37.7% |
| All | +91.1% | +165.2% | -74.0% | +57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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