+78.7%
CSX vs XLP
+45.0%
+33.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.7% | +0.7% |
| 7D | +0.1% | +5.9% | -5.7% | -3.2% |
| 30D | +9.7% | +13.5% | -3.7% | +2.1% |
| 3M | +2.3% | +8.4% | -6.1% | -2.5% |
| 6M | +17.1% | +11.5% | +5.5% | +9.3% |
| YTD | +44.9% | +20.6% | +24.3% | +28.5% |
| 1Y | +47.1% | +24.3% | +22.8% | +27.9% |
| All | +78.7% | +45.0% | +33.7% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling