+72.2%
CSX vs XYL
+8.6%
+63.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.6% |
| 7D | -3.4% | -5.0% | +1.7% | -1.4% |
| 30D | -3.1% | -13.2% | +10.1% | +2.3% |
| 3M | +7.2% | -3.7% | +10.9% | +8.3% |
| 6M | +16.2% | -17.7% | +33.9% | +24.7% |
| YTD | +37.5% | -21.5% | +59.1% | +49.7% |
| 1Y | +53.2% | -24.5% | +77.7% | +69.3% |
| All | +72.2% | +8.6% | +63.7% | +56.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling