+412.6%
CSX vs XME
+294.4%
+118.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.5% | -2.7% | +0.6% |
| 7D | -2.2% | +0.9% | -3.2% | -2.7% |
| 30D | +6.8% | -7.3% | +14.1% | +9.7% |
| 3M | +0.7% | -14.8% | +15.5% | +6.6% |
| 6M | +13.3% | -18.4% | +31.6% | +20.6% |
| YTD | +40.5% | -4.7% | +45.2% | +37.9% |
| 1Y | +44.7% | +5.7% | +39.0% | +35.2% |
| 3Y | +74.5% | +104.0% | -29.5% | +16.0% |
| 5Y | +52.0% | +122.4% | -70.4% | -7.3% |
| 10Y | +412.6% | +285.4% | +127.3% | +100.3% |
| All | +412.6% | +294.4% | +118.3% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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