+1,033.0%
XLI vs CSX
+3,399.4%
-2,366.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.4% | +3.5% | +1.6% |
| 7D | -2.8% | -5.5% | +2.7% | -0.4% |
| 30D | -3.1% | +4.9% | -8.0% | -5.4% |
| 3M | -11.7% | -2.9% | -8.9% | -10.9% |
| 6M | -7.6% | +8.3% | -15.9% | -11.4% |
| YTD | +5.7% | +36.7% | -31.0% | -8.8% |
| 1Y | +7.8% | +41.5% | -33.7% | -8.4% |
| 3Y | +67.4% | +68.6% | -1.2% | +29.9% |
| 5Y | +64.8% | +48.4% | +16.4% | +34.0% |
| 10Y | +241.2% | +446.6% | -205.4% | +54.9% |
| All | +1,033.0% | +3,399.4% | -2,366.4% | +124.0% |
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