+72.2%
CSX vs EXPE
+176.2%
-104.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +1.0% |
| 7D | -3.4% | -9.5% | +6.1% | -2.5% |
| 30D | -3.1% | -6.6% | +3.5% | -2.5% |
| 3M | +7.2% | +31.4% | -24.2% | +4.0% |
| 6M | +16.2% | +35.2% | -19.0% | +11.6% |
| YTD | +37.5% | +5.8% | +31.7% | +35.9% |
| 1Y | +53.2% | +38.7% | +14.6% | +44.7% |
| All | +72.2% | +176.2% | -104.0% | +52.1% |
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