+217.7%
XLF vs CSX
+415.8%
-198.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +1.1% |
| 7D | +2.7% | +6.0% | -3.3% | -0.3% |
| 30D | +7.6% | +7.8% | -0.2% | +3.5% |
| 3M | +1.1% | +4.1% | -3.0% | -1.3% |
| 6M | +15.9% | +17.9% | -2.0% | +5.7% |
| YTD | +8.4% | +44.9% | -36.4% | -11.7% |
| 1Y | +12.5% | +51.1% | -38.6% | -10.4% |
| 3Y | +81.6% | +78.3% | +3.3% | +29.9% |
| 5Y | +59.3% | +58.1% | +1.2% | +19.3% |
| All | +217.7% | +415.8% | -198.1% | +63.2% |
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 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