+52.0%
CSX vs XLC
+38.9%
+13.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +1.6% |
| 7D | -2.2% | +7.1% | -9.3% | -5.3% |
| 30D | +6.8% | -2.7% | +9.5% | +8.1% |
| 3M | +0.7% | -3.2% | +3.9% | +1.9% |
| 6M | +13.3% | -7.7% | +20.9% | +17.0% |
| YTD | +40.5% | -8.0% | +48.5% | +45.3% |
| 1Y | +44.7% | -3.1% | +47.7% | +45.6% |
| 3Y | +74.5% | +64.9% | +9.6% | +33.9% |
| 5Y | +52.0% | +39.5% | +12.5% | +25.2% |
| All | +52.0% | +38.9% | +13.1% | +25.2% |
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