+4,323.0%
CSX vs XPO
+10,316.6%
-5,993.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.5% | -3.6% | +0.2% |
| 7D | -3.4% | +2.4% | -5.8% | -3.7% |
| 30D | -3.1% | -3.5% | +0.5% | -2.6% |
| 3M | +7.2% | -11.9% | +19.1% | +9.0% |
| 6M | +16.2% | -10.0% | +26.1% | +17.6% |
| YTD | +37.5% | +42.1% | -4.5% | +30.4% |
| 1Y | +53.2% | +47.6% | +5.6% | +44.1% |
| 3Y | +68.2% | +153.6% | -85.3% | +44.2% |
| 5Y | +65.2% | +266.5% | -201.3% | +31.7% |
| 10Y | +504.1% | +1,460.4% | -956.3% | +303.6% |
| All | +4,323.0% | +10,316.6% | -5,993.6% | +2,459.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling