+235.2%
XLI vs CSX
+436.1%
-200.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +2.8% | +1.1% | +2.4% |
| 7D | -0.5% | -2.2% | +1.7% | +0.6% |
| 30D | -0.2% | +6.8% | -7.0% | -3.8% |
| 3M | -8.6% | +0.7% | -9.2% | -9.2% |
| 6M | -2.0% | +13.3% | -15.2% | -8.8% |
| YTD | +9.7% | +40.5% | -30.8% | -9.1% |
| 1Y | +11.4% | +44.7% | -33.3% | -9.1% |
| 3Y | +74.2% | +74.5% | -0.3% | +26.1% |
| 5Y | +70.0% | +52.0% | +18.0% | +30.3% |
| 10Y | +235.2% | +412.6% | -177.4% | +72.6% |
| All | +235.2% | +436.1% | -200.8% | +72.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling