+416.4%
CSX vs XOP
+49.8%
+366.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.6% | -1.0% | +0.9% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | +8.7% | -7.3% | +16.0% | +10.8% |
| 3M | +4.2% | +1.4% | +2.8% | +3.3% |
| 6M | +16.7% | +7.8% | +8.9% | +13.1% |
| YTD | +44.5% | +44.5% | 0.0% | +27.2% |
| 1Y | +50.3% | +37.0% | +13.2% | +34.3% |
| 3Y | +76.3% | +40.8% | +35.5% | +53.6% |
| 5Y | +58.1% | +88.7% | -30.5% | +21.4% |
| 10Y | +416.4% | +49.9% | +366.5% | +260.1% |
| All | +416.4% | +49.8% | +366.6% | +260.1% |
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