+988.5%
XLE vs CSX
+3,521.2%
-2,532.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.3% | -0.6% | -2.0% |
| 7D | -10.3% | -2.7% | -7.6% | -9.3% |
| 30D | -3.3% | +7.0% | -10.3% | -6.3% |
| 3M | +8.2% | -0.3% | +8.5% | +7.9% |
| 6M | +5.0% | +13.5% | -8.5% | -1.2% |
| YTD | +40.6% | +41.5% | -0.9% | +19.7% |
| 1Y | +45.0% | +45.8% | -0.7% | +21.8% |
| 3Y | +56.3% | +74.4% | -18.1% | +19.8% |
| 5Y | +152.2% | +53.6% | +98.6% | +101.1% |
| 10Y | +173.0% | +465.6% | -292.6% | +27.5% |
| All | +988.5% | +3,521.2% | -2,532.7% | +196.2% |
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