+74.5%
CSX vs XLC
+59.8%
+14.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.1% |
| 7D | -2.7% | +3.1% | -5.8% | -3.9% |
| 30D | +7.0% | -6.5% | +13.6% | +10.1% |
| 3M | -0.3% | -5.6% | +5.3% | +1.8% |
| 6M | +13.5% | -9.2% | +22.8% | +18.2% |
| YTD | +41.5% | -10.6% | +52.1% | +48.4% |
| 1Y | +45.8% | -6.9% | +52.6% | +49.3% |
| All | +74.5% | +59.8% | +14.7% | +36.9% |
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