+50.9%
CSX vs XLY
-2.6%
+53.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -0.9% | -1.7% | +0.8% | -0.6% |
| 30D | -2.0% | -4.2% | +2.2% | -1.3% |
| 3M | +3.6% | -2.7% | +6.3% | +4.3% |
| 6M | +22.0% | -0.6% | +22.7% | +21.0% |
| YTD | +36.3% | -5.0% | +41.3% | +36.4% |
| 1Y | +50.9% | -4.1% | +55.0% | +49.6% |
| All | +50.9% | -2.6% | +53.5% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 1y: compounded portfolio wealth divided by compounded XLY 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…
1y analysis · Full analysis span regression · 6 months rolling