+427.3%
CSX vs EXEL
+461.0%
-33.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.6% |
| 7D | -5.5% | +0.3% | -5.8% | -5.6% |
| 30D | +4.9% | +19.0% | -14.1% | +2.1% |
| 3M | -2.9% | +33.3% | -36.1% | -7.2% |
| 6M | +8.3% | +42.9% | -34.5% | +2.1% |
| YTD | +36.7% | +58.7% | -22.0% | +26.3% |
| 1Y | +41.5% | +70.5% | -29.0% | +29.1% |
| 3Y | +68.6% | +233.8% | -165.2% | +35.1% |
| 5Y | +48.4% | +259.3% | -210.9% | +15.7% |
| All | +427.3% | +461.0% | -33.7% | +258.7% |
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