+445.7%
CSX vs XLP
+129.4%
+316.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -1.7% |
| 7D | -2.7% | +3.5% | -6.2% | -5.7% |
| 30D | +7.0% | +11.6% | -4.5% | -3.0% |
| 3M | -0.3% | +7.6% | -7.9% | -6.9% |
| 6M | +13.5% | +10.0% | +3.5% | +3.3% |
| YTD | +41.5% | +19.7% | +21.8% | +18.8% |
| 1Y | +45.8% | +23.5% | +22.3% | +18.8% |
| 3Y | +74.4% | +44.0% | +30.4% | +20.9% |
| 5Y | +53.6% | +42.7% | +10.9% | +7.2% |
| All | +445.7% | +129.4% | +316.3% | +188.2% |
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