+412.6%
CSX vs XYZ
+657.6%
-244.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.6% | -0.8% | +2.1% |
| 7D | -2.2% | +14.9% | -17.1% | -4.7% |
| 30D | +6.8% | +14.7% | -7.8% | +4.1% |
| 3M | +0.7% | +12.1% | -11.4% | -1.6% |
| 6M | +13.3% | +18.3% | -5.1% | +9.1% |
| YTD | +40.5% | +36.1% | +4.5% | +30.9% |
| 1Y | +44.7% | +35.3% | +9.4% | +34.6% |
| 3Y | +74.5% | +73.5% | +1.0% | +48.0% |
| 5Y | +52.0% | -61.6% | +113.6% | +59.4% |
| 10Y | +412.6% | +638.0% | -225.4% | +169.1% |
| All | +412.6% | +657.6% | -244.9% | +169.1% |
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