+125.0%
XBI vs CSX
+419.3%
-294.2%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.0% | -4.2% | -3.7% |
| 7D | +1.9% | +3.1% | -1.2% | +0.5% |
| 30D | +3.0% | +9.7% | -6.7% | -1.0% |
| 3M | -5.1% | +4.9% | -10.1% | -7.3% |
| 6M | +12.2% | +18.4% | -6.2% | +3.8% |
| YTD | +24.1% | +45.9% | -21.7% | +4.7% |
| 1Y | +33.1% | +50.0% | -16.9% | +11.0% |
| 3Y | +127.3% | +78.0% | +49.3% | +74.0% |
| 5Y | +20.2% | +59.2% | -38.9% | -5.0% |
| All | +125.0% | +419.3% | -294.2% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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