+54.8%
XLF vs CSX
+47.4%
+7.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +0.9% |
| 7D | +1.2% | -5.5% | +6.7% | +3.7% |
| 30D | +6.3% | +4.9% | +1.4% | +4.0% |
| 3M | -0.8% | -2.9% | +2.1% | +0.3% |
| 6M | +11.0% | +8.3% | +2.7% | +6.3% |
| YTD | +5.6% | +36.7% | -31.1% | -10.1% |
| 1Y | +10.8% | +41.5% | -30.7% | -7.3% |
| 3Y | +77.8% | +68.6% | +9.2% | +32.6% |
| All | +54.8% | +47.4% | +7.4% | +17.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling