+414.9%
CSX vs XME
+260.6%
+154.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | 0.0% |
| 7D | +6.0% | +0.3% | +5.7% | +5.8% |
| 30D | +7.8% | -6.1% | +13.9% | +10.1% |
| 3M | +4.1% | -18.6% | +22.7% | +12.2% |
| 6M | +17.9% | -23.9% | +41.8% | +29.2% |
| YTD | +44.9% | -9.3% | +54.2% | +45.1% |
| 1Y | +51.1% | +1.8% | +49.4% | +43.3% |
| 3Y | +78.3% | +93.0% | -14.7% | +21.2% |
| 5Y | +58.1% | +107.0% | -48.9% | -0.5% |
| All | +414.9% | +260.6% | +154.3% | +105.3% |
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