+10.2%
XLF vs CSX
+51.7%
-41.6%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.7% | -0.9% |
| 7D | +1.2% | +3.1% | -1.9% | +0.6% |
| 30D | +6.2% | +9.7% | -3.5% | +4.4% |
| 3M | +0.9% | +4.9% | -4.1% | -0.1% |
| 6M | +13.6% | +18.4% | -4.7% | +9.2% |
| YTD | +7.6% | +45.9% | -38.3% | -3.4% |
| 1Y | +10.2% | +50.0% | -39.8% | -3.1% |
| All | +10.2% | +51.7% | -41.6% | -3.1% |
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 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