+48.2%
CSX vs EXE
+61.0%
-12.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.2% |
| 7D | -5.5% | -6.6% | +1.1% | -4.5% |
| 30D | +4.9% | -4.0% | +8.9% | +5.6% |
| 3M | -2.9% | -7.5% | +4.6% | -1.8% |
| 6M | +8.3% | -11.7% | +20.0% | +10.2% |
| YTD | +36.7% | -22.0% | +58.7% | +41.5% |
| 1Y | +41.5% | -21.8% | +63.3% | +46.2% |
| 3Y | +68.6% | +8.0% | +60.6% | +60.4% |
| All | +48.2% | +61.0% | -12.8% | +28.9% |
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