+416.4%
CSX vs XME
+277.3%
+139.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.7% | +1.0% | +1.3% |
| 7D | -0.3% | +1.5% | -1.8% | -1.0% |
| 30D | +8.7% | -7.3% | +16.0% | +11.6% |
| 3M | +4.2% | -17.4% | +21.6% | +11.7% |
| 6M | +16.7% | -21.8% | +38.5% | +26.5% |
| YTD | +44.5% | -6.0% | +50.5% | +42.6% |
| 1Y | +50.3% | +3.8% | +46.5% | +41.5% |
| 3Y | +76.3% | +100.0% | -23.7% | +18.2% |
| 5Y | +58.1% | +116.1% | -57.9% | -2.2% |
| 10Y | +416.4% | +280.6% | +135.8% | +101.9% |
| All | +416.4% | +277.3% | +139.1% | +101.9% |
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