+482.4%
CSX vs XPO
+1,450.2%
-967.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.7% | -0.4% |
| 7D | +0.6% | +2.7% | -2.1% | -0.1% |
| 30D | -2.3% | -6.2% | +3.9% | -0.7% |
| 3M | +4.3% | -15.4% | +19.7% | +8.9% |
| 6M | +23.4% | +0.7% | +22.6% | +22.5% |
| YTD | +36.4% | +39.8% | -3.4% | +23.3% |
| 1Y | +53.0% | +43.3% | +9.7% | +36.5% |
| 3Y | +70.6% | +166.0% | -95.4% | +22.4% |
| 5Y | +65.5% | +274.2% | -208.7% | +2.0% |
| 10Y | +482.4% | +1,429.0% | -946.7% | +137.6% |
| All | +482.4% | +1,450.2% | -967.8% | +137.6% |
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