+494.4%
CSX vs XYZ
+663.2%
-168.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.1% | -3.7% |
| 7D | -5.5% | +12.1% | -17.7% | -7.5% |
| 30D | +4.9% | +12.4% | -7.4% | +2.7% |
| 3M | -2.9% | +8.2% | -11.0% | -4.5% |
| 6M | +8.3% | +20.7% | -12.3% | +4.1% |
| YTD | +36.7% | +31.3% | +5.4% | +28.4% |
| 1Y | +41.5% | +20.5% | +21.0% | +34.5% |
| 3Y | +68.6% | +72.6% | -4.0% | +43.9% |
| 5Y | +48.4% | -64.0% | +112.4% | +56.3% |
| 10Y | +446.6% | +601.8% | -155.2% | +211.6% |
| All | +494.4% | +663.2% | -168.8% | +212.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling