+1,898.2%
CSX vs XRT
+540.1%
+1,358.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.8% | +0.5% | -0.5% |
| 7D | -2.7% | +2.3% | -5.0% | -4.2% |
| 30D | +7.0% | +9.8% | -2.8% | +0.6% |
| 3M | -0.3% | -0.2% | -0.1% | -0.5% |
| 6M | +13.5% | +8.4% | +5.2% | +6.6% |
| YTD | +41.5% | +7.5% | +34.0% | +33.3% |
| 1Y | +45.8% | +13.2% | +32.6% | +32.5% |
| 3Y | +74.4% | +52.0% | +22.4% | +27.0% |
| 5Y | +53.6% | -3.2% | +56.8% | +44.9% |
| 10Y | +465.6% | +157.1% | +308.5% | +125.1% |
| All | +1,898.2% | +540.1% | +1,358.2% | +249.0% |
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 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