+1,842.4%
CSX vs XOP
+82.9%
+1,759.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.2% |
| 7D | -3.4% | +2.6% | -5.9% | -4.4% |
| 30D | -3.1% | +15.4% | -18.5% | -8.6% |
| 3M | +7.2% | +12.1% | -4.9% | +1.9% |
| 6M | +16.2% | +19.7% | -3.5% | +6.5% |
| YTD | +37.5% | +52.4% | -14.8% | +14.2% |
| 1Y | +53.2% | +47.6% | +5.7% | +28.2% |
| 3Y | +68.2% | +34.4% | +33.9% | +42.7% |
| 5Y | +65.2% | +154.4% | -89.2% | +1.1% |
| 10Y | +504.1% | +54.7% | +449.5% | +284.2% |
| All | +1,842.4% | +82.9% | +1,759.5% | +760.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling