+412.6%
CSX vs XPO
+1,421.2%
-1,008.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.3% | -3.5% | +1.1% |
| 7D | -2.2% | -1.9% | -0.3% | -1.8% |
| 30D | +6.8% | +2.5% | +4.3% | +6.0% |
| 3M | +0.7% | -7.2% | +7.9% | +2.5% |
| 6M | +13.3% | -8.1% | +21.3% | +15.3% |
| YTD | +40.5% | +38.3% | +2.2% | +27.2% |
| 1Y | +44.7% | +33.6% | +11.1% | +31.9% |
| 3Y | +74.5% | +133.1% | -58.6% | +30.5% |
| 5Y | +52.0% | +308.9% | -256.9% | -8.6% |
| 10Y | +412.6% | +1,371.8% | -959.1% | +126.2% |
| All | +412.6% | +1,421.2% | -1,008.5% | +126.2% |
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