+415.6%
XLF vs CSX
+3,399.4%
-2,983.8%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.4% | +2.8% | +1.1% |
| 7D | +1.2% | -5.5% | +6.7% | +4.0% |
| 30D | +6.3% | +4.9% | +1.4% | +3.7% |
| 3M | -0.8% | -2.9% | +2.1% | +0.3% |
| 6M | +11.0% | +8.3% | +2.7% | +5.8% |
| YTD | +5.6% | +36.7% | -31.1% | -10.9% |
| 1Y | +10.8% | +41.5% | -30.7% | -8.2% |
| 3Y | +77.8% | +68.6% | +9.2% | +32.8% |
| 5Y | +55.6% | +48.4% | +7.2% | +22.2% |
| 10Y | +252.5% | +446.6% | -194.1% | +39.6% |
| All | +415.6% | +3,399.4% | -2,983.8% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling