+59.2%
CSX vs XPO
+313.2%
-254.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +3.1% | +6.9% | -3.8% | +1.4% |
| 30D | +9.7% | +4.1% | +5.6% | +8.5% |
| 3M | +4.9% | -9.7% | +14.7% | +7.3% |
| 6M | +18.4% | -3.8% | +22.1% | +19.0% |
| YTD | +45.9% | +38.8% | +7.1% | +33.7% |
| 1Y | +50.0% | +34.2% | +15.7% | +38.3% |
| 3Y | +78.0% | +126.9% | -48.9% | +39.9% |
| 5Y | +59.2% | +297.5% | -238.3% | +3.7% |
| All | +59.2% | +313.2% | -254.1% | +3.7% |
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