+74.5%
CSX vs EXE
+4.7%
+69.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.3% | -0.1% | -2.2% |
| 7D | -2.7% | -5.6% | +2.9% | -2.3% |
| 30D | +7.0% | -3.3% | +10.3% | +7.2% |
| 3M | -0.3% | -5.5% | +5.2% | 0.0% |
| 6M | +13.5% | -13.4% | +27.0% | +14.6% |
| YTD | +41.5% | -21.3% | +62.8% | +44.0% |
| 1Y | +45.8% | -20.7% | +66.5% | +48.1% |
| All | +74.5% | +4.7% | +69.8% | +70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling