+1,117.4%
XLI vs CSX
+3,420.1%
-2,302.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | 0.0% |
| 7D | -1.1% | -3.4% | +2.3% | +0.5% |
| 30D | -5.9% | -3.1% | -2.9% | -4.7% |
| 3M | -0.3% | +7.2% | -7.4% | -3.5% |
| 6M | +0.1% | +16.2% | -16.0% | -6.7% |
| YTD | +13.6% | +37.5% | -24.0% | -1.9% |
| 1Y | +17.2% | +53.2% | -36.0% | -3.8% |
| 3Y | +68.2% | +68.2% | 0.0% | +31.0% |
| 5Y | +80.7% | +65.2% | +15.5% | +40.5% |
| 10Y | +253.3% | +504.1% | -250.9% | +54.1% |
| All | +1,117.4% | +3,420.1% | -2,302.6% | +140.8% |
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 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