+72.2%
CSX vs XEL
+48.4%
+23.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -3.4% | -1.0% | -2.4% | -3.2% |
| 30D | -3.1% | -1.9% | -1.2% | -2.7% |
| 3M | +7.2% | -1.9% | +9.1% | +7.6% |
| 6M | +16.2% | -7.4% | +23.6% | +18.1% |
| YTD | +37.5% | +4.1% | +33.5% | +36.2% |
| 1Y | +53.2% | +8.0% | +45.2% | +50.3% |
| All | +72.2% | +48.4% | +23.8% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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