+445.7%
CSX vs EXPD
+313.3%
+132.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.1% | 0.0% |
| 7D | -2.7% | -4.8% | +2.1% | -0.3% |
| 30D | +7.0% | -1.5% | +8.5% | +7.7% |
| 3M | -0.3% | +4.1% | -4.4% | -2.8% |
| 6M | +13.5% | +24.0% | -10.5% | +0.6% |
| YTD | +41.5% | +27.4% | +14.1% | +21.2% |
| 1Y | +45.8% | +38.4% | +7.4% | +18.9% |
| 3Y | +74.4% | +73.2% | +1.2% | +20.6% |
| 5Y | +53.6% | +59.9% | -6.2% | +8.9% |
| All | +445.7% | +313.3% | +132.3% | +114.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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