+16.2%
CSX vs EXPE
+37.3%
-21.1%
-10.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.7% | +2.5% | +0.8% |
| 7D | -3.4% | -9.5% | +6.1% | -4.0% |
| 30D | -3.1% | -6.6% | +3.5% | -3.4% |
| 3M | +7.2% | +31.4% | -24.2% | +10.2% |
| 6M | +16.2% | +35.2% | -19.0% | +19.2% |
| All | +16.2% | +37.3% | -21.1% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling