+409.0%
CSX vs XLB
+166.1%
+242.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.3% |
| 7D | +0.7% | +0.5% | +0.2% | +0.3% |
| 30D | +8.1% | +6.9% | +1.2% | +2.1% |
| 3M | +2.2% | -0.2% | +2.4% | +2.2% |
| 6M | +14.6% | +3.3% | +11.3% | +10.6% |
| YTD | +42.2% | +18.0% | +24.2% | +21.8% |
| 1Y | +47.3% | +24.2% | +23.1% | +20.6% |
| 3Y | +73.5% | +44.7% | +28.8% | +22.2% |
| 5Y | +54.1% | +31.6% | +22.5% | +17.0% |
| 10Y | +409.0% | +164.2% | +244.8% | +99.7% |
| All | +409.0% | +166.1% | +242.9% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 10y: compounded portfolio wealth divided by compounded XLB 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…
10y analysis · Full analysis span regression · 6 months rolling