+409.0%
CSX vs XOP
+44.9%
+364.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +0.7% | -8.4% | +9.1% | +3.1% |
| 30D | +8.1% | -8.4% | +16.4% | +10.5% |
| 3M | +2.2% | +0.2% | +2.0% | +1.7% |
| 6M | +14.6% | +7.2% | +7.4% | +11.2% |
| YTD | +42.2% | +40.8% | +1.4% | +26.1% |
| 1Y | +47.3% | +36.3% | +11.0% | +31.8% |
| 3Y | +73.5% | +37.2% | +36.3% | +52.3% |
| 5Y | +54.1% | +86.6% | -32.5% | +18.6% |
| 10Y | +409.0% | +44.0% | +364.9% | +259.1% |
| All | +409.0% | +44.9% | +364.0% | +259.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XOP.
Daily Out/Under-Performance
Portfolio return minus XOP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XOP 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 XOP 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