+504.6%
CSX vs EXPE
+179.6%
+325.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.2% |
| 7D | -3.4% | -9.5% | +6.1% | -1.3% |
| 30D | -3.1% | -6.6% | +3.5% | -1.8% |
| 3M | +7.2% | +31.4% | -24.2% | +0.3% |
| 6M | +16.2% | +35.2% | -19.0% | +7.0% |
| YTD | +37.5% | +5.8% | +31.7% | +32.8% |
| 1Y | +53.2% | +38.7% | +14.6% | +37.6% |
| 3Y | +68.2% | +175.8% | -107.5% | +22.1% |
| 5Y | +65.2% | +111.8% | -46.6% | +20.6% |
| All | +504.6% | +179.6% | +325.0% | +250.3% |
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