+3,554.1%
CSX vs XLB
+824.9%
+2,729.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.6% | +0.1% |
| 7D | -2.7% | -0.4% | -2.3% | -2.4% |
| 30D | +7.0% | +5.2% | +1.8% | +2.5% |
| 3M | -0.3% | -0.1% | -0.2% | -0.3% |
| 6M | +13.5% | +2.4% | +11.1% | +10.4% |
| YTD | +41.5% | +16.9% | +24.6% | +22.6% |
| 1Y | +45.8% | +25.0% | +20.7% | +19.1% |
| 3Y | +74.4% | +40.7% | +33.7% | +27.3% |
| 5Y | +53.6% | +31.6% | +22.0% | +17.4% |
| 10Y | +465.6% | +175.3% | +290.4% | +129.3% |
| All | +3,554.1% | +824.9% | +2,729.2% | +448.1% |
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