+67.8%
CSX vs XLP
+32.7%
+35.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.5% |
| 7D | -3.4% | -1.0% | -2.4% | -2.7% |
| 30D | -3.1% | -0.9% | -2.2% | -2.6% |
| 3M | +7.2% | +3.8% | +3.4% | +3.4% |
| 6M | +16.2% | -1.7% | +17.9% | +17.2% |
| YTD | +37.5% | +10.3% | +27.3% | +25.9% |
| 1Y | +53.2% | +7.8% | +45.4% | +42.8% |
| 3Y | +68.2% | +27.2% | +41.0% | +33.8% |
| All | +67.8% | +32.7% | +35.1% | +26.2% |
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 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