+428.9%
XLF vs CSX
+3,597.4%
-3,168.5%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.6% | -1.0% | -0.2% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | +6.5% | +8.7% | -2.2% | +2.0% |
| 3M | +1.8% | +4.2% | -2.4% | -0.6% |
| 6M | +15.4% | +16.7% | -1.3% | +6.0% |
| YTD | +8.4% | +44.5% | -36.1% | -11.1% |
| 1Y | +11.9% | +50.3% | -38.4% | -9.9% |
| 3Y | +81.1% | +76.3% | +4.8% | +32.3% |
| 5Y | +59.5% | +58.1% | +1.3% | +21.3% |
| 10Y | +225.2% | +416.4% | -191.2% | +32.4% |
| All | +428.9% | +3,597.4% | -3,168.5% | -13.1% |
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 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