+58.3%
CSX vs XLY
+22.7%
+35.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.5% |
| 7D | +6.0% | +2.0% | +3.9% | +5.0% |
| 30D | +7.8% | +7.6% | +0.2% | +4.3% |
| 3M | +4.1% | +1.5% | +2.6% | +3.3% |
| 6M | +17.9% | +1.5% | +16.4% | +16.5% |
| YTD | +44.9% | +1.1% | +43.8% | +43.1% |
| 1Y | +51.1% | +4.3% | +46.9% | +47.0% |
| 3Y | +78.3% | +51.8% | +26.5% | +42.7% |
| All | +58.3% | +22.7% | +35.6% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling