+45.8%
CSX vs XLP
+23.5%
+22.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -2.0% |
| 7D | -2.7% | +3.5% | -6.2% | -4.3% |
| 30D | +7.0% | +11.6% | -4.5% | +1.9% |
| 3M | -0.3% | +7.6% | -7.9% | -3.8% |
| 6M | +13.5% | +10.0% | +3.5% | +8.1% |
| YTD | +41.5% | +19.7% | +21.8% | +27.6% |
| 1Y | +45.8% | +23.5% | +22.3% | +29.4% |
| All | +45.8% | +23.5% | +22.2% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling