+78.3%
CSX vs XPO
+133.2%
-55.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.2% |
| 7D | +6.0% | +9.0% | -3.0% | +3.6% |
| 30D | +7.8% | +4.2% | +3.6% | +6.6% |
| 3M | +4.1% | -8.7% | +12.7% | +6.2% |
| 6M | +17.9% | -2.8% | +20.7% | +18.2% |
| YTD | +44.9% | +41.9% | +3.0% | +32.2% |
| 1Y | +51.1% | +42.3% | +8.8% | +37.6% |
| 3Y | +78.3% | +127.3% | -49.0% | +46.2% |
| All | +78.3% | +133.2% | -55.0% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling