+3,452.0%
CSX vs XLB
+822.6%
+2,629.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.1% |
| 7D | -3.4% | -1.4% | -2.0% | -2.2% |
| 30D | -3.1% | -0.4% | -2.7% | -2.8% |
| 3M | +7.2% | +2.0% | +5.2% | +4.8% |
| 6M | +16.2% | +1.8% | +14.3% | +13.6% |
| YTD | +37.5% | +16.6% | +21.0% | +19.6% |
| 1Y | +53.2% | +16.9% | +36.3% | +32.5% |
| 3Y | +68.2% | +32.6% | +35.7% | +29.2% |
| 5Y | +65.2% | +35.6% | +29.6% | +23.0% |
| 10Y | +504.1% | +160.0% | +344.1% | +157.0% |
| All | +3,452.0% | +822.6% | +2,629.4% | +434.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling