+497.9%
CSX vs XYZ
+638.9%
-141.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -3.4% | -1.0% | -2.4% | -3.3% |
| 30D | -3.1% | -1.7% | -1.4% | -2.9% |
| 3M | +7.2% | +16.7% | -9.6% | +4.0% |
| 6M | +16.2% | +26.9% | -10.7% | +10.7% |
| YTD | +37.5% | +27.1% | +10.4% | +30.2% |
| 1Y | +53.2% | +9.3% | +44.0% | +48.3% |
| 3Y | +68.2% | +42.3% | +26.0% | +48.4% |
| 5Y | +65.2% | -69.3% | +134.5% | +79.4% |
| 10Y | +504.1% | +586.8% | -82.7% | +246.6% |
| All | +497.9% | +638.9% | -141.0% | +217.1% |
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 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