+736.5%
XLK vs CSX
+419.3%
+317.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.8% |
| 7D | +7.0% | +3.1% | +3.9% | +5.5% |
| 30D | -11.5% | +9.7% | -21.2% | -15.4% |
| 3M | -7.9% | +4.9% | -12.8% | -10.3% |
| 6M | -0.6% | +18.4% | -18.9% | -8.9% |
| YTD | +21.1% | +45.9% | -24.7% | 0.0% |
| 1Y | +18.8% | +50.0% | -31.1% | -3.2% |
| 3Y | +97.3% | +78.0% | +19.3% | +44.5% |
| 5Y | +115.5% | +59.2% | +56.4% | +65.0% |
| All | +736.5% | +419.3% | +317.2% | +377.1% |
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 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