+427.3%
CSX vs XPO
+1,334.3%
-907.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.6% | -3.4% |
| 7D | -5.5% | -6.7% | +1.1% | -3.8% |
| 30D | +4.9% | -1.9% | +6.8% | +5.4% |
| 3M | -2.9% | -9.9% | +7.0% | -0.3% |
| 6M | +8.3% | -16.4% | +24.7% | +13.2% |
| YTD | +36.7% | +30.2% | +6.5% | +25.8% |
| 1Y | +41.5% | +29.9% | +11.6% | +30.0% |
| 3Y | +68.6% | +122.6% | -54.0% | +27.7% |
| 5Y | +48.4% | +278.9% | -230.4% | -8.8% |
| All | +427.3% | +1,334.3% | -907.0% | +142.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 XPO 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