+74.5%
CSX vs EXEL
+227.0%
-152.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.2% | -1.7% |
| 7D | -2.7% | +3.8% | -6.5% | -3.1% |
| 30D | +7.0% | +17.8% | -10.8% | +5.1% |
| 3M | -0.3% | +21.2% | -21.5% | -2.5% |
| 6M | +13.5% | +54.7% | -41.1% | +7.6% |
| YTD | +41.5% | +56.8% | -15.3% | +33.5% |
| 1Y | +45.8% | +70.2% | -24.4% | +35.9% |
| All | +74.5% | +227.0% | -152.5% | +45.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling