+78.3%
CSX vs XLC
+65.1%
+13.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.7% | -1.1% |
| 7D | +6.0% | +3.7% | +2.2% | +4.3% |
| 30D | +7.8% | -1.9% | +9.7% | +8.6% |
| 3M | +4.1% | -3.1% | +7.2% | +5.2% |
| 6M | +17.9% | -6.4% | +24.3% | +21.3% |
| YTD | +44.9% | -6.8% | +51.7% | +49.3% |
| 1Y | +51.1% | -1.7% | +52.8% | +51.0% |
| 3Y | +78.3% | +64.7% | +13.6% | +41.8% |
| All | +78.3% | +65.1% | +13.2% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling