+414.9%
CSX vs EXPE
+123.5%
+291.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.4% |
| 7D | +6.0% | -0.5% | +6.5% | +6.1% |
| 30D | +7.8% | -6.1% | +13.9% | +8.8% |
| 3M | +4.1% | -21.3% | +25.4% | +8.7% |
| 6M | +17.9% | +19.0% | -1.1% | +11.9% |
| YTD | +44.9% | -8.4% | +53.3% | +43.4% |
| 1Y | +51.1% | -2.8% | +53.9% | +47.2% |
| 3Y | +78.3% | +120.8% | -42.5% | +35.9% |
| 5Y | +58.1% | +46.2% | +11.9% | +27.5% |
| All | +414.9% | +123.5% | +291.4% | +209.5% |
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