+9,772.3%
CSX vs XEL
+1,934.3%
+7,837.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -3.4% | -1.0% | -2.4% | -3.1% |
| 30D | -3.1% | -1.9% | -1.2% | -2.5% |
| 3M | +7.2% | -1.9% | +9.1% | +7.8% |
| 6M | +16.2% | -7.4% | +23.6% | +19.1% |
| YTD | +37.5% | +4.1% | +33.5% | +35.2% |
| 1Y | +53.2% | +8.0% | +45.2% | +48.3% |
| 3Y | +68.2% | +48.4% | +19.8% | +43.5% |
| 5Y | +65.2% | +27.2% | +38.0% | +48.1% |
| 10Y | +504.1% | +146.8% | +357.3% | +328.9% |
| All | +9,772.3% | +1,934.3% | +7,837.9% | +2,947.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling