+482.4%
CSX vs XLU
+139.3%
+343.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | +0.6% | +2.1% | -1.5% | -0.6% |
| 30D | -2.3% | -0.4% | -1.9% | -2.1% |
| 3M | +4.3% | +0.5% | +3.8% | +3.8% |
| 6M | +23.4% | -5.8% | +29.2% | +27.5% |
| YTD | +36.4% | +3.1% | +33.3% | +33.4% |
| 1Y | +53.0% | +8.1% | +44.9% | +45.2% |
| 3Y | +70.6% | +50.5% | +20.1% | +29.8% |
| 5Y | +65.5% | +44.7% | +20.7% | +28.4% |
| 10Y | +482.4% | +136.8% | +345.5% | +296.2% |
| All | +482.4% | +139.3% | +343.1% | +296.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 10y: compounded portfolio wealth divided by compounded XLU 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…
10y analysis · Full analysis span regression · 6 months rolling