+500.4%
CSX vs XLRE
+112.0%
+388.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.3% |
| 7D | -3.4% | -1.2% | -2.1% | -2.6% |
| 30D | -3.1% | -2.8% | -0.3% | -1.3% |
| 3M | +7.2% | -0.2% | +7.4% | +7.1% |
| 6M | +16.2% | +1.9% | +14.2% | +14.5% |
| YTD | +37.5% | +10.6% | +27.0% | +28.4% |
| 1Y | +53.2% | +8.8% | +44.4% | +44.5% |
| 3Y | +68.2% | +31.5% | +36.7% | +37.7% |
| 5Y | +65.2% | +6.6% | +58.7% | +54.5% |
| 10Y | +504.1% | +84.0% | +420.1% | +303.1% |
| All | +500.4% | +112.0% | +388.4% | +281.3% |
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