+51.1%
CSX vs XME
-2.0%
+53.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.5% |
| 7D | +6.0% | +0.3% | +5.7% | +5.9% |
| 30D | +7.8% | -6.1% | +13.9% | +8.4% |
| 3M | +4.1% | -18.6% | +22.7% | +6.3% |
| 6M | +17.9% | -23.9% | +41.8% | +21.5% |
| YTD | +44.9% | -9.3% | +54.2% | +41.1% |
| 1Y | +51.1% | +1.8% | +49.4% | +42.1% |
| All | +51.1% | -2.0% | +53.2% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling