+416.4%
CSX vs EXPE
+121.2%
+295.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.4% | -0.8% | +1.1% |
| 7D | -0.3% | -17.8% | +17.5% | +3.7% |
| 30D | +8.7% | -3.2% | +11.9% | +9.0% |
| 3M | +4.2% | -19.0% | +23.2% | +8.2% |
| 6M | +16.7% | +17.7% | -1.0% | +11.0% |
| YTD | +44.5% | -7.8% | +52.3% | +42.8% |
| 1Y | +50.3% | -1.4% | +51.6% | +45.8% |
| 3Y | +76.3% | +121.9% | -45.6% | +34.3% |
| 5Y | +58.1% | +44.3% | +13.9% | +28.1% |
| 10Y | +416.4% | +125.4% | +291.0% | +209.4% |
| All | +416.4% | +121.2% | +295.2% | +209.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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