+68.6%
CSX vs XHB
+36.1%
+32.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.8% |
| 7D | -5.5% | +1.3% | -6.8% | -6.0% |
| 30D | +4.9% | +7.8% | -2.9% | +1.9% |
| 3M | -2.9% | -5.5% | +2.6% | -1.0% |
| 6M | +8.3% | -2.6% | +10.9% | +8.6% |
| YTD | +36.7% | +0.4% | +36.4% | +35.0% |
| 1Y | +41.5% | -1.0% | +42.5% | +40.3% |
| 3Y | +68.6% | +37.3% | +31.3% | +42.2% |
| All | +68.6% | +36.1% | +32.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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