+87.6%
CSX vs EXE
+161.7%
-74.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.3% | -1.1% | +0.8% |
| 7D | +0.7% | -2.2% | +2.9% | +1.0% |
| 30D | +8.1% | -0.3% | +8.4% | +8.1% |
| 3M | +2.2% | -9.3% | +11.5% | +3.6% |
| 6M | +14.6% | -7.2% | +21.8% | +15.6% |
| YTD | +42.2% | -18.9% | +61.1% | +46.1% |
| 1Y | +47.3% | -21.7% | +69.0% | +52.2% |
| 3Y | +73.5% | +21.0% | +52.5% | +62.4% |
| 5Y | +54.1% | +76.0% | -21.9% | +34.5% |
| All | +87.6% | +161.7% | -74.1% | +54.7% |
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