+427.3%
CSX vs XME
+300.2%
+127.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.4% | -6.7% | -4.7% |
| 7D | -5.5% | -4.5% | -1.1% | -3.9% |
| 30D | +4.9% | -10.9% | +15.8% | +9.5% |
| 3M | -2.9% | -15.3% | +12.4% | +3.0% |
| 6M | +8.3% | -24.6% | +33.0% | +19.3% |
| YTD | +36.7% | -9.6% | +46.4% | +37.2% |
| 1Y | +41.5% | +2.9% | +38.6% | +33.4% |
| 3Y | +68.6% | +86.9% | -18.3% | +16.3% |
| 5Y | +48.4% | +115.2% | -66.7% | -8.7% |
| All | +427.3% | +300.2% | +127.1% | +97.4% |
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