+218.0%
XLE vs CSX
+65.9%
+152.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.7% | -1.2% |
| 7D | +2.2% | -3.4% | +5.6% | +3.4% |
| 30D | +11.8% | -3.1% | +14.9% | +13.0% |
| 3M | +9.8% | +7.2% | +2.7% | +6.7% |
| 6M | +15.6% | +16.2% | -0.6% | +8.3% |
| YTD | +45.3% | +37.5% | +7.7% | +26.8% |
| 1Y | +48.3% | +53.2% | -4.9% | +23.3% |
| 3Y | +55.4% | +68.2% | -12.8% | +20.7% |
| All | +218.0% | +65.9% | +152.1% | +137.1% |
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