+1,842.4%
CSX vs XME
+242.3%
+1,600.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -3.1% | +6.0% | -9.1% | -6.0% |
| 3M | +7.2% | -7.7% | +14.9% | +9.9% |
| 6M | +16.2% | +1.0% | +15.2% | +13.1% |
| YTD | +37.5% | +14.6% | +22.9% | +24.8% |
| 1Y | +53.2% | +46.0% | +7.3% | +22.2% |
| 3Y | +68.2% | +127.0% | -58.8% | +5.0% |
| 5Y | +65.2% | +175.8% | -110.6% | -10.6% |
| 10Y | +504.1% | +414.6% | +89.5% | +119.2% |
| All | +1,842.4% | +242.3% | +1,600.1% | +593.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling