+1,842.4%
CSX vs XRT
+514.3%
+1,328.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.2% |
| 7D | -3.4% | +0.8% | -4.2% | -3.9% |
| 30D | -3.1% | -4.2% | +1.1% | -0.5% |
| 3M | +7.2% | +5.1% | +2.1% | +3.1% |
| 6M | +16.2% | +2.4% | +13.8% | +13.4% |
| YTD | +37.5% | +3.2% | +34.4% | +33.4% |
| 1Y | +53.2% | +1.5% | +51.7% | +49.6% |
| 3Y | +68.2% | +40.6% | +27.7% | +29.2% |
| 5Y | +65.2% | -1.0% | +66.2% | +52.5% |
| 10Y | +504.1% | +128.4% | +375.7% | +162.9% |
| All | +1,842.4% | +514.3% | +1,328.1% | +249.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling