+2,309.0%
CSX vs XHB
+173.9%
+2,135.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -3.4% | -1.3% | -2.1% | -2.6% |
| 30D | -3.1% | -6.9% | +3.8% | +0.9% |
| 3M | +7.2% | -1.3% | +8.4% | +7.1% |
| 6M | +16.2% | -6.8% | +23.0% | +19.5% |
| YTD | +37.5% | +0.7% | +36.8% | +34.8% |
| 1Y | +53.2% | -11.2% | +64.5% | +61.0% |
| 3Y | +68.2% | +25.3% | +42.9% | +39.2% |
| 5Y | +65.2% | +37.3% | +27.9% | +25.5% |
| 10Y | +504.1% | +211.5% | +292.6% | +171.4% |
| All | +2,309.0% | +173.9% | +2,135.1% | +765.6% |
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