+482.4%
CSX vs XYZ
+573.1%
-90.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | +0.6% | +2.9% | -2.2% | +0.1% |
| 30D | -2.3% | +1.4% | -3.7% | -2.6% |
| 3M | +4.3% | +14.6% | -10.3% | +1.5% |
| 6M | +23.4% | +20.8% | +2.6% | +18.4% |
| YTD | +36.4% | +23.1% | +13.3% | +29.6% |
| 1Y | +53.0% | +5.6% | +47.4% | +48.8% |
| 3Y | +70.6% | +50.9% | +19.7% | +48.1% |
| 5Y | +65.5% | -68.6% | +134.0% | +80.1% |
| 10Y | +482.4% | +580.0% | -97.6% | +222.3% |
| All | +482.4% | +573.1% | -90.7% | +222.3% |
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