+58.3%
CSX vs EXPE
+46.0%
+12.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.5% |
| 7D | +6.0% | -0.5% | +6.5% | +6.0% |
| 30D | +7.8% | -6.1% | +13.9% | +8.5% |
| 3M | +4.1% | -21.3% | +25.4% | +7.1% |
| 6M | +17.9% | +19.0% | -1.1% | +14.2% |
| YTD | +44.9% | -8.4% | +53.3% | +44.4% |
| 1Y | +51.1% | -2.8% | +53.9% | +48.9% |
| 3Y | +78.3% | +120.8% | -42.5% | +48.3% |
| All | +58.3% | +46.0% | +12.3% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling