+414.9%
CSX vs XYL
+100.4%
+314.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +6.0% | -3.7% | +9.7% | +8.0% |
| 30D | +7.8% | -8.3% | +16.1% | +11.3% |
| 3M | +4.1% | -21.4% | +25.5% | +16.4% |
| 6M | +17.9% | -12.9% | +30.8% | +24.2% |
| YTD | +44.9% | -30.1% | +75.0% | +70.4% |
| 1Y | +51.1% | -35.2% | +86.3% | +85.3% |
| 3Y | +78.3% | -0.8% | +79.0% | +67.7% |
| 5Y | +58.1% | -23.2% | +81.3% | +69.0% |
| All | +414.9% | +100.4% | +314.5% | +206.2% |
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