+73.5%
CSX vs XME
+99.4%
-25.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.0% | +3.2% | +1.6% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +8.1% | -9.2% | +17.3% | +10.2% |
| 3M | +2.2% | -17.8% | +20.0% | +6.4% |
| 6M | +14.6% | -20.0% | +34.6% | +19.6% |
| YTD | +42.2% | -6.6% | +48.8% | +40.2% |
| 1Y | +47.3% | +1.8% | +45.6% | +41.0% |
| 3Y | +73.5% | +98.7% | -25.2% | +26.4% |
| All | +73.5% | +99.4% | -25.9% | +26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling