+167.2%
XLE vs CSX
+440.0%
-272.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.3% | +1.7% |
| 7D | -12.0% | -5.5% | -6.5% | -9.6% |
| 30D | -2.7% | +4.9% | -7.7% | -5.5% |
| 3M | +6.6% | -2.9% | +9.4% | +7.5% |
| 6M | +9.5% | +8.3% | +1.2% | +4.0% |
| YTD | +40.6% | +36.7% | +3.8% | +17.1% |
| 1Y | +43.6% | +41.5% | +2.1% | +17.4% |
| 3Y | +58.1% | +68.6% | -10.5% | +14.4% |
| 5Y | +152.2% | +48.4% | +103.7% | +91.3% |
| All | +167.2% | +440.0% | -272.8% | +34.4% |
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