+3,452.0%
CSX vs XLU
+633.0%
+2,819.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | +0.8% | -4.2% | -3.9% |
| 30D | -3.1% | -1.3% | -1.8% | -2.3% |
| 3M | +7.2% | -1.3% | +8.5% | +7.9% |
| 6M | +16.2% | -7.6% | +23.8% | +22.1% |
| YTD | +37.5% | +2.3% | +35.3% | +34.9% |
| 1Y | +53.2% | +5.8% | +47.5% | +46.6% |
| 3Y | +68.2% | +50.5% | +17.7% | +24.5% |
| 5Y | +65.2% | +44.1% | +21.1% | +25.0% |
| 10Y | +504.1% | +138.2% | +365.9% | +214.4% |
| All | +3,452.0% | +633.0% | +2,819.0% | +782.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling