+67.8%
CSX vs XLB
+36.1%
+31.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -3.4% | -1.4% | -2.0% | -2.4% |
| 30D | -3.1% | -0.4% | -2.7% | -2.9% |
| 3M | +7.2% | +2.0% | +5.2% | +5.2% |
| 6M | +16.2% | +1.8% | +14.3% | +14.1% |
| YTD | +37.5% | +16.6% | +21.0% | +21.9% |
| 1Y | +53.2% | +16.9% | +36.3% | +35.3% |
| 3Y | +68.2% | +32.6% | +35.7% | +34.0% |
| All | +67.8% | +36.1% | +31.7% | +30.5% |
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