+11.8%
XLF vs CSX
+47.0%
-35.2%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.3% |
| 7D | +1.9% | +0.7% | +1.2% | +1.8% |
| 30D | +6.5% | +8.1% | -1.6% | +5.1% |
| 3M | +1.2% | +2.2% | -1.0% | +0.8% |
| 6M | +14.6% | +14.6% | 0.0% | +10.8% |
| YTD | +7.7% | +42.2% | -34.5% | -2.8% |
| 1Y | +11.8% | +47.3% | -35.5% | -1.7% |
| All | +11.8% | +47.0% | -35.2% | -1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling