+427.3%
CSX vs XRT
+149.4%
+278.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.6% | -2.5% |
| 7D | -5.5% | +0.9% | -6.4% | -6.0% |
| 30D | +4.9% | +7.9% | -3.0% | +1.0% |
| 3M | -2.9% | -0.2% | -2.7% | -2.9% |
| 6M | +8.3% | +5.6% | +2.8% | +4.7% |
| YTD | +36.7% | +5.7% | +31.1% | +31.9% |
| 1Y | +41.5% | +14.6% | +26.9% | +30.9% |
| 3Y | +68.6% | +50.7% | +18.0% | +33.5% |
| 5Y | +48.4% | -4.8% | +53.3% | +45.5% |
| All | +427.3% | +149.4% | +278.0% | +135.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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