+41.5%
CSX vs XYZ
+15.0%
+26.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.5% |
| 7D | -5.5% | +12.1% | -17.7% | -6.3% |
| 30D | +4.9% | +12.4% | -7.4% | +4.0% |
| 3M | -2.9% | +8.2% | -11.0% | -3.5% |
| 6M | +8.3% | +20.7% | -12.3% | +6.8% |
| YTD | +36.7% | +31.3% | +5.4% | +32.4% |
| 1Y | +41.5% | +20.5% | +21.0% | +38.0% |
| All | +41.5% | +15.0% | +26.5% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling