+67.8%
CSX vs EXE
+109.5%
-41.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.0% |
| 7D | -3.4% | -0.3% | -3.1% | -3.4% |
| 30D | -3.1% | +8.5% | -11.5% | -4.4% |
| 3M | +7.2% | +5.5% | +1.7% | +6.1% |
| 6M | +16.2% | -5.9% | +22.1% | +16.9% |
| YTD | +37.5% | -9.7% | +47.3% | +39.1% |
| 1Y | +53.2% | +3.6% | +49.7% | +50.6% |
| 3Y | +68.2% | +18.0% | +50.2% | +58.9% |
| All | +67.8% | +109.5% | -41.7% | +41.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling