+9,772.3%
CSX vs EXPD
+30,859.1%
-21,086.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.6% |
| 7D | -3.4% | -1.1% | -2.2% | -3.0% |
| 30D | -3.1% | +4.1% | -7.2% | -4.3% |
| 3M | +7.2% | +17.9% | -10.7% | +1.8% |
| 6M | +16.2% | +29.2% | -13.1% | +6.8% |
| YTD | +37.5% | +27.4% | +10.2% | +26.4% |
| 1Y | +53.2% | +56.8% | -3.6% | +31.4% |
| 3Y | +68.2% | +68.0% | +0.2% | +40.1% |
| 5Y | +65.2% | +61.9% | +3.4% | +37.7% |
| 10Y | +504.1% | +316.0% | +188.1% | +285.1% |
| All | +9,772.3% | +30,859.1% | -21,086.8% | +4,249.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling