+490.1%
CSX vs XOP
+52.0%
+438.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -3.4% | +2.6% | -5.9% | -4.1% |
| 30D | -3.1% | +15.4% | -18.5% | -7.2% |
| 3M | +7.2% | +12.1% | -4.9% | +3.2% |
| 6M | +16.2% | +19.7% | -3.5% | +8.9% |
| YTD | +37.5% | +52.4% | -14.8% | +19.6% |
| 1Y | +53.2% | +47.6% | +5.7% | +34.1% |
| 3Y | +68.2% | +34.4% | +33.9% | +49.0% |
| 5Y | +65.2% | +154.4% | -89.2% | +15.3% |
| All | +490.1% | +52.0% | +438.1% | +307.9% |
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