+57.2%
CSX vs XLP
+45.3%
+11.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +3.4% | -0.7% | +0.1% |
| 7D | +0.1% | +5.9% | -5.7% | -4.1% |
| 30D | +9.7% | +13.5% | -3.7% | -0.2% |
| 3M | +2.3% | +8.4% | -6.1% | -3.9% |
| 6M | +17.1% | +11.5% | +5.5% | +7.0% |
| YTD | +44.9% | +20.6% | +24.3% | +24.0% |
| 1Y | +47.1% | +24.3% | +22.8% | +22.7% |
| 3Y | +78.6% | +45.1% | +33.5% | +27.8% |
| 5Y | +57.2% | +44.6% | +12.6% | +13.9% |
| All | +57.2% | +45.3% | +11.9% | +13.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling