+2,294.8%
CSX vs XHB
+172.9%
+2,121.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -1.9% | -2.5% |
| 7D | -5.5% | +1.3% | -6.8% | -6.3% |
| 30D | +4.9% | +7.8% | -2.9% | +0.3% |
| 3M | -2.9% | -5.5% | +2.6% | -0.1% |
| 6M | +8.3% | -2.6% | +10.9% | +8.6% |
| YTD | +36.7% | +0.4% | +36.4% | +33.8% |
| 1Y | +41.5% | -1.0% | +42.5% | +39.4% |
| 3Y | +68.6% | +37.3% | +31.3% | +32.1% |
| 5Y | +48.4% | +33.7% | +14.7% | +14.4% |
| 10Y | +446.6% | +256.9% | +189.7% | +126.5% |
| All | +2,294.8% | +172.9% | +2,121.9% | +759.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling