+898.9%
XBI vs CSX
+2,425.9%
-1,527.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.2% | -2.4% | -1.7% |
| 7D | +0.1% | +0.7% | -0.7% | -0.2% |
| 30D | +0.8% | +8.1% | -7.2% | -2.4% |
| 3M | -1.9% | +2.2% | -4.1% | -3.0% |
| 6M | +15.2% | +14.6% | +0.6% | +8.2% |
| YTD | +27.3% | +42.2% | -14.9% | +9.1% |
| 1Y | +41.5% | +47.3% | -5.9% | +19.5% |
| 3Y | +133.1% | +73.5% | +59.5% | +82.3% |
| 5Y | +23.7% | +54.1% | -30.4% | +0.3% |
| 10Y | +139.0% | +409.0% | -270.0% | +15.0% |
| All | +898.9% | +2,425.9% | -1,527.0% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling