+418.4%
CSX vs XYZ
+578.7%
-160.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.0% | +5.0% | +1.7% |
| 7D | +3.1% | -2.1% | +5.2% | +3.4% |
| 30D | +9.7% | +7.0% | +2.7% | +8.2% |
| 3M | +4.9% | +5.1% | -0.2% | +3.6% |
| 6M | +18.4% | +14.1% | +4.3% | +14.7% |
| YTD | +45.9% | +26.4% | +19.5% | +37.5% |
| 1Y | +50.0% | +25.1% | +24.9% | +41.4% |
| 3Y | +78.0% | +59.7% | +18.3% | +53.0% |
| 5Y | +59.2% | -63.8% | +123.0% | +68.4% |
| All | +418.4% | +578.7% | -160.3% | +167.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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