+74.5%
CSX vs EXPE
+142.8%
-68.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -13.7% | +11.4% | -0.9% |
| 7D | -2.7% | -3.6% | +0.9% | -2.4% |
| 30D | +7.0% | +4.8% | +2.2% | +6.4% |
| 3M | -0.3% | -14.6% | +14.3% | +1.0% |
| 6M | +13.5% | +10.0% | +3.6% | +11.7% |
| YTD | +41.5% | -3.3% | +44.8% | +40.8% |
| 1Y | +45.8% | +28.4% | +17.4% | +38.0% |
| All | +74.5% | +142.8% | -68.3% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling