+1,898.2%
CSX vs XME
+161.1%
+1,737.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.6% | +3.3% | +0.3% |
| 7D | -2.7% | -10.5% | +7.8% | +2.4% |
| 30D | +7.0% | -16.5% | +23.5% | +15.9% |
| 3M | -0.3% | -19.2% | +18.9% | +9.0% |
| 6M | +13.5% | -23.8% | +37.4% | +25.8% |
| YTD | +41.5% | -12.6% | +54.1% | +44.8% |
| 1Y | +45.8% | -0.1% | +45.9% | +39.3% |
| 3Y | +74.4% | +79.3% | -4.9% | +20.8% |
| 5Y | +53.6% | +108.2% | -54.6% | -5.4% |
| 10Y | +465.6% | +292.6% | +173.0% | +132.6% |
| All | +1,898.2% | +161.1% | +1,737.1% | +704.3% |
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