+418.4%
CSX vs XRT
+135.4%
+283.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.9% |
| 7D | +3.1% | -0.4% | +3.5% | +3.3% |
| 30D | +9.7% | +7.5% | +2.2% | +5.8% |
| 3M | +4.9% | +2.3% | +2.6% | +3.5% |
| 6M | +18.4% | +12.8% | +5.5% | +10.6% |
| YTD | +45.9% | +7.1% | +38.8% | +39.8% |
| 1Y | +50.0% | +12.3% | +37.7% | +40.2% |
| 3Y | +78.0% | +57.0% | +21.0% | +38.1% |
| 5Y | +59.2% | -4.3% | +63.5% | +55.7% |
| All | +418.4% | +135.4% | +283.0% | +136.0% |
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