+6,590.5%
CSX vs EXEL
+264.7%
+6,325.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.4% | -0.6% |
| 7D | +0.6% | +1.4% | -0.8% | +0.4% |
| 30D | -2.3% | +6.7% | -8.9% | -3.1% |
| 3M | +4.3% | +11.5% | -7.2% | +2.7% |
| 6M | +23.4% | +38.8% | -15.4% | +18.0% |
| YTD | +36.4% | +31.6% | +4.8% | +31.2% |
| 1Y | +53.0% | +53.0% | 0.0% | +44.0% |
| 3Y | +70.6% | +160.8% | -90.2% | +48.3% |
| 5Y | +65.5% | +190.1% | -124.6% | +40.4% |
| 10Y | +482.4% | +367.0% | +115.4% | +339.7% |
| All | +6,590.5% | +264.7% | +6,325.8% | +3,682.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling