+78.7%
CSX vs EXPD
+80.8%
-2.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.2% | +5.9% | +3.6% |
| 7D | +0.1% | +0.3% | -0.1% | 0.0% |
| 30D | +9.7% | +1.8% | +7.9% | +9.0% |
| 3M | +2.3% | +8.9% | -6.7% | -0.5% |
| 6M | +17.1% | +42.2% | -25.2% | +5.2% |
| YTD | +44.9% | +33.4% | +11.5% | +31.5% |
| 1Y | +47.1% | +47.2% | -0.1% | +28.5% |
| All | +78.7% | +80.8% | -2.1% | +39.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling