+427.3%
CSX vs XYL
+129.0%
+298.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.2% | -1.1% | -2.2% |
| 7D | -5.5% | +5.9% | -11.4% | -8.4% |
| 30D | +4.9% | -3.9% | +8.9% | +5.8% |
| 3M | -2.9% | -18.7% | +15.8% | +6.8% |
| 6M | +8.3% | -16.9% | +25.2% | +17.2% |
| YTD | +36.7% | -27.4% | +64.1% | +57.9% |
| 1Y | +41.5% | -34.0% | +75.5% | +72.2% |
| 3Y | +68.6% | +5.6% | +63.0% | +53.5% |
| 5Y | +48.4% | -20.6% | +69.0% | +56.1% |
| All | +427.3% | +129.0% | +298.3% | +196.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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