+23.2%
XBI vs CSX
+66.7%
-43.6%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.8% |
| 7D | -0.9% | +0.6% | -1.5% | -1.2% |
| 30D | +2.9% | -2.3% | +5.2% | +3.9% |
| 3M | +26.2% | +4.3% | +21.9% | +23.4% |
| 6M | +30.7% | +23.4% | +7.4% | +17.9% |
| YTD | +32.9% | +36.4% | -3.5% | +14.2% |
| 1Y | +72.3% | +53.0% | +19.2% | +39.9% |
| 3Y | +107.2% | +70.6% | +36.6% | +56.7% |
| 5Y | +23.2% | +65.5% | -42.3% | -7.1% |
| All | +23.2% | +66.7% | -43.6% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling