+20.7%
XLK vs CSX
+48.0%
-27.3%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.2% |
| 7D | -7.6% | +0.1% | -7.7% | -7.6% |
| 30D | -12.2% | +9.7% | -21.9% | -12.9% |
| 3M | -5.5% | +2.3% | -7.7% | -5.1% |
| 6M | +9.2% | +17.1% | -7.9% | +6.1% |
| YTD | +23.0% | +44.9% | -21.9% | +11.9% |
| 1Y | +20.7% | +47.1% | -26.4% | +8.9% |
| All | +20.7% | +48.0% | -27.3% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling