+53.6%
CSX vs XLP
+43.0%
+10.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.6% | -1.8% |
| 7D | -2.7% | +3.5% | -6.2% | -5.2% |
| 30D | +7.0% | +11.6% | -4.5% | -1.4% |
| 3M | -0.3% | +7.6% | -7.9% | -5.8% |
| 6M | +13.5% | +10.0% | +3.5% | +4.9% |
| YTD | +41.5% | +19.7% | +21.8% | +21.8% |
| 1Y | +45.8% | +23.5% | +22.3% | +22.2% |
| 3Y | +74.4% | +44.0% | +30.4% | +25.5% |
| 5Y | +53.6% | +42.7% | +10.9% | +12.7% |
| All | +53.6% | +43.0% | +10.6% | +12.7% |
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