+67.8%
CSX vs XLC
+38.0%
+29.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.4% |
| 7D | -3.4% | -0.8% | -2.5% | -3.0% |
| 30D | -3.1% | +1.0% | -4.1% | -3.6% |
| 3M | +7.2% | -0.7% | +7.9% | +7.2% |
| 6M | +16.2% | -5.1% | +21.3% | +18.9% |
| YTD | +37.5% | -4.3% | +41.8% | +40.0% |
| 1Y | +53.2% | -0.6% | +53.8% | +52.8% |
| 3Y | +68.2% | +72.7% | -4.5% | +26.4% |
| All | +67.8% | +38.0% | +29.8% | +39.9% |
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 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