+10,056.0%
CSX vs EXPD
+30,870.6%
-20,814.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.1% | -1.0% |
| 7D | -2.7% | -4.8% | +2.1% | -1.3% |
| 30D | +7.0% | -1.5% | +8.5% | +7.4% |
| 3M | -0.3% | +4.1% | -4.4% | -1.7% |
| 6M | +13.5% | +24.0% | -10.5% | +5.9% |
| YTD | +41.5% | +27.4% | +14.1% | +29.8% |
| 1Y | +45.8% | +38.4% | +7.4% | +30.2% |
| 3Y | +74.4% | +73.2% | +1.2% | +43.7% |
| 5Y | +53.6% | +59.9% | -6.2% | +28.6% |
| 10Y | +465.6% | +319.9% | +145.7% | +259.0% |
| All | +10,056.0% | +30,870.6% | -20,814.6% | +4,366.9% |
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