+955.3%
XBI vs CSX
+2,343.4%
-1,388.0%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | +0.9% | -3.4% | +4.3% | +2.2% |
| 30D | +7.1% | -3.1% | +10.1% | +8.4% |
| 3M | +22.9% | +7.2% | +15.7% | +19.1% |
| 6M | +29.7% | +16.2% | +13.5% | +21.3% |
| YTD | +34.5% | +37.5% | -3.1% | +17.1% |
| 1Y | +76.1% | +53.2% | +22.8% | +46.5% |
| 3Y | +103.2% | +68.2% | +35.0% | +61.2% |
| 5Y | +22.8% | +65.2% | -42.4% | -3.0% |
| 10Y | +176.3% | +504.1% | -327.9% | +24.6% |
| All | +955.3% | +2,343.4% | -1,388.0% | +168.5% |
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