+1,831.0%
CSX vs XOP
+67.4%
+1,763.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XOP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.3% |
| 7D | -5.5% | -14.7% | +9.2% | +0.3% |
| 30D | +4.9% | -7.7% | +12.6% | +7.8% |
| 3M | -2.9% | +4.4% | -7.3% | -5.2% |
| 6M | +8.3% | +3.5% | +4.8% | +5.5% |
| YTD | +36.7% | +39.4% | -2.7% | +16.9% |
| 1Y | +41.5% | +39.8% | +1.7% | +20.6% |
| 3Y | +68.6% | +29.7% | +39.0% | +44.5% |
| 5Y | +48.4% | +78.6% | -30.1% | +5.4% |
| 10Y | +446.6% | +51.8% | +394.8% | +247.1% |
| All | +1,831.0% | +67.4% | +1,763.6% | +780.7% |
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