+412.6%
CSX vs EXEL
+445.6%
-32.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.1% | -0.4% | +2.3% |
| 7D | -2.2% | +2.3% | -4.5% | -2.6% |
| 30D | +6.8% | +19.8% | -13.0% | +3.9% |
| 3M | +0.7% | +32.7% | -32.0% | -3.6% |
| 6M | +13.3% | +49.0% | -35.7% | +6.2% |
| YTD | +40.5% | +63.7% | -23.2% | +29.4% |
| 1Y | +44.7% | +75.8% | -31.1% | +31.6% |
| 3Y | +74.5% | +241.3% | -166.8% | +39.9% |
| 5Y | +52.0% | +289.0% | -237.1% | +17.6% |
| 10Y | +412.6% | +377.6% | +35.0% | +293.4% |
| All | +412.6% | +445.6% | -32.9% | +293.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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