+50.3%
CSX vs XRT
+15.4%
+34.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -0.3% | -1.4% | +1.2% | +0.2% |
| 30D | +8.7% | +9.8% | -1.1% | +5.4% |
| 3M | +4.2% | +3.3% | +0.9% | +2.9% |
| 6M | +16.7% | +13.6% | +3.1% | +10.1% |
| YTD | +44.5% | +9.1% | +35.4% | +38.5% |
| 1Y | +50.3% | +15.1% | +35.2% | +39.5% |
| All | +50.3% | +15.4% | +34.9% | +39.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling