+54.1%
CSX vs EXEL
+283.4%
-229.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.6% | +2.8% | +1.4% |
| 7D | +0.7% | -2.4% | +3.1% | +1.0% |
| 30D | +8.1% | +17.9% | -9.8% | +5.6% |
| 3M | +2.2% | +33.3% | -31.1% | -1.9% |
| 6M | +14.6% | +46.6% | -31.9% | +8.2% |
| YTD | +42.2% | +61.0% | -18.8% | +32.0% |
| 1Y | +47.3% | +70.4% | -23.1% | +35.4% |
| 3Y | +73.5% | +236.1% | -162.6% | +39.1% |
| 5Y | +54.1% | +284.8% | -230.7% | +19.7% |
| All | +54.1% | +283.4% | -229.3% | +19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling