+822.0%
CSX vs XYL
+449.8%
+372.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +1.9% |
| 7D | -3.4% | -5.0% | +1.7% | -0.7% |
| 30D | -3.1% | -13.2% | +10.1% | +4.2% |
| 3M | +7.2% | -3.7% | +10.9% | +8.8% |
| 6M | +16.2% | -17.7% | +33.9% | +27.7% |
| YTD | +37.5% | -21.5% | +59.1% | +54.2% |
| 1Y | +53.2% | -24.5% | +77.7% | +75.0% |
| 3Y | +68.2% | +6.9% | +61.3% | +55.6% |
| 5Y | +65.2% | -18.1% | +83.3% | +72.7% |
| 10Y | +504.1% | +134.7% | +369.4% | +246.2% |
| All | +822.0% | +449.8% | +372.3% | +256.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling