+427.3%
CSX vs XLP
+126.4%
+300.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.3% | -2.1% | -2.2% |
| 7D | -5.5% | +0.7% | -6.3% | -6.2% |
| 30D | +4.9% | +10.3% | -5.3% | -3.9% |
| 3M | -2.9% | +6.5% | -9.4% | -8.4% |
| 6M | +8.3% | +8.4% | 0.0% | 0.0% |
| YTD | +36.7% | +18.2% | +18.5% | +16.1% |
| 1Y | +41.5% | +22.4% | +19.1% | +16.2% |
| 3Y | +68.6% | +41.9% | +26.7% | +18.5% |
| 5Y | +48.4% | +40.9% | +7.6% | +4.8% |
| All | +427.3% | +126.4% | +300.9% | +181.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 10y: compounded portfolio wealth divided by compounded XLP 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…
10y analysis · Full analysis span regression · 6 months rolling