+52.0%
CSX vs XLB
+31.5%
+20.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +1.4% |
| 7D | -2.2% | -1.4% | -0.8% | -1.2% |
| 30D | +6.8% | +7.1% | -0.3% | +1.7% |
| 3M | +0.7% | +0.6% | +0.1% | +0.2% |
| 6M | +13.3% | +3.5% | +9.8% | +9.9% |
| YTD | +40.5% | +18.2% | +22.3% | +23.2% |
| 1Y | +44.7% | +25.6% | +19.1% | +21.1% |
| 3Y | +74.5% | +46.7% | +27.8% | +28.4% |
| 5Y | +52.0% | +30.9% | +21.1% | +22.5% |
| All | +52.0% | +31.5% | +20.5% | +22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling