+73.5%
CSX vs XYL
+3.5%
+70.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +2.0% |
| 7D | +0.7% | +0.6% | +0.1% | +0.5% |
| 30D | +8.1% | -5.7% | +13.8% | +9.3% |
| 3M | +2.2% | -19.8% | +22.0% | +9.7% |
| 6M | +14.6% | -14.2% | +28.8% | +19.4% |
| YTD | +42.2% | -28.1% | +70.3% | +58.1% |
| 1Y | +47.3% | -35.0% | +82.3% | +71.0% |
| 3Y | +73.5% | +2.1% | +71.4% | +52.7% |
| All | +73.5% | +3.5% | +70.1% | +52.7% |
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