+162.3%
CSX vs XLC
+127.8%
+34.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.8% | -2.0% |
| 7D | -2.7% | +3.1% | -5.8% | -4.6% |
| 30D | +7.0% | -6.5% | +13.6% | +11.6% |
| 3M | -0.3% | -5.6% | +5.3% | +2.9% |
| 6M | +13.5% | -9.2% | +22.8% | +19.7% |
| YTD | +41.5% | -10.6% | +52.1% | +50.5% |
| 1Y | +45.8% | -6.9% | +52.6% | +50.7% |
| 3Y | +74.4% | +59.9% | +14.5% | +22.6% |
| 5Y | +53.6% | +34.7% | +18.9% | +21.9% |
| All | +162.3% | +127.8% | +34.6% | +20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling