+48.2%
CSX vs XLC
+34.6%
+13.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.4% | -3.8% | -3.6% |
| 7D | -5.5% | +4.9% | -10.4% | -7.6% |
| 30D | +4.9% | -5.8% | +10.8% | +7.8% |
| 3M | -2.9% | -5.4% | +2.6% | -0.6% |
| 6M | +8.3% | -10.2% | +18.5% | +13.4% |
| YTD | +36.7% | -10.2% | +46.9% | +43.0% |
| 1Y | +41.5% | -5.6% | +47.1% | +44.2% |
| 3Y | +68.6% | +61.0% | +7.6% | +30.9% |
| All | +48.2% | +34.6% | +13.6% | +24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling