+530.7%
CSX vs XLRE
+117.0%
+413.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -0.3% | -1.2% | +0.9% | +0.5% |
| 30D | +8.7% | +6.4% | +2.3% | +4.3% |
| 3M | +4.2% | +2.0% | +2.2% | +2.7% |
| 6M | +16.7% | +1.8% | +14.9% | +15.0% |
| YTD | +44.5% | +13.2% | +31.3% | +32.8% |
| 1Y | +50.3% | +10.7% | +39.6% | +40.1% |
| 3Y | +76.3% | +43.7% | +32.6% | +36.1% |
| 5Y | +58.1% | +9.7% | +48.4% | +45.0% |
| 10Y | +416.4% | +112.8% | +303.6% | +222.6% |
| All | +530.7% | +117.0% | +413.7% | +294.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 all: compounded portfolio wealth divided by compounded XLRE 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…
all analysis · Full analysis span regression · 6 months rolling