+59.2%
CSX vs XYL
-23.7%
+82.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.4% |
| 7D | +3.1% | -6.0% | +9.1% | +5.6% |
| 30D | +9.7% | -8.3% | +18.0% | +12.4% |
| 3M | +4.9% | -22.6% | +27.5% | +15.2% |
| 6M | +18.4% | -15.0% | +33.4% | +24.5% |
| YTD | +45.9% | -30.2% | +76.1% | +65.9% |
| 1Y | +50.0% | -36.4% | +86.3% | +77.7% |
| 3Y | +78.0% | -0.9% | +78.9% | +69.3% |
| 5Y | +59.2% | -23.4% | +82.5% | +72.3% |
| All | +59.2% | -23.7% | +82.8% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling