+163.6%
CSX vs XLC
+135.2%
+28.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | +0.7% | +6.2% | -5.5% | -3.1% |
| 30D | +8.1% | -2.4% | +10.5% | +9.6% |
| 3M | +2.2% | -3.3% | +5.5% | +3.9% |
| 6M | +14.6% | -7.3% | +21.9% | +19.3% |
| YTD | +42.2% | -7.6% | +49.8% | +48.1% |
| 1Y | +47.3% | -3.7% | +51.0% | +49.1% |
| 3Y | +73.5% | +62.9% | +10.6% | +20.7% |
| 5Y | +54.1% | +41.6% | +12.5% | +17.9% |
| All | +163.6% | +135.2% | +28.4% | +18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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