+67.8%
CSX vs XPO
+265.7%
-197.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | -0.2% |
| 7D | -3.4% | +2.4% | -5.8% | -4.0% |
| 30D | -3.1% | -3.5% | +0.5% | -2.3% |
| 3M | +7.2% | -11.9% | +19.1% | +10.3% |
| 6M | +16.2% | -10.0% | +26.1% | +18.5% |
| YTD | +37.5% | +42.1% | -4.5% | +25.6% |
| 1Y | +53.2% | +47.6% | +5.6% | +37.9% |
| 3Y | +68.2% | +153.6% | -85.3% | +28.7% |
| All | +67.8% | +265.7% | -197.9% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling