+58.3%
CSX vs XOP
+94.3%
-36.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.9% |
| 7D | +6.0% | +6.3% | -0.4% | +4.5% |
| 30D | +7.8% | -6.6% | +14.4% | +9.3% |
| 3M | +4.1% | +3.6% | +0.5% | +2.8% |
| 6M | +17.9% | +10.8% | +7.2% | +14.1% |
| YTD | +44.9% | +48.3% | -3.4% | +28.4% |
| 1Y | +51.1% | +42.9% | +8.2% | +35.2% |
| 3Y | +78.3% | +43.3% | +35.0% | +56.5% |
| All | +58.3% | +94.3% | -36.0% | +28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling