+251.6%
XLF vs CSX
+481.1%
-229.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.2% |
| 7D | -1.0% | -0.6% | -0.5% | -0.8% |
| 30D | -1.3% | -3.2% | +1.9% | +0.3% |
| 3M | +9.1% | +2.6% | +6.6% | +7.3% |
| 6M | +14.4% | +19.8% | -5.5% | +3.2% |
| YTD | +5.1% | +34.7% | -29.6% | -11.0% |
| 1Y | +8.6% | +52.1% | -43.5% | -13.9% |
| 3Y | +74.4% | +68.4% | +6.0% | +28.6% |
| 5Y | +64.4% | +65.1% | -0.7% | +20.3% |
| 10Y | +251.6% | +496.7% | -245.1% | +68.3% |
| All | +251.6% | +481.1% | -229.5% | +68.3% |
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