+37.8%
XLK vs CSX
+54.9%
-17.0%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -1.6% |
| 7D | -0.4% | +0.1% | -0.5% | -0.4% |
| 30D | -0.5% | -1.5% | +1.1% | -0.2% |
| 3M | +5.0% | +6.0% | -1.0% | +3.7% |
| 6M | +32.9% | +20.6% | +12.3% | +26.6% |
| YTD | +29.0% | +36.5% | -7.6% | +20.5% |
| 1Y | +37.8% | +55.0% | -17.1% | +28.1% |
| All | +37.8% | +54.9% | -17.0% | +28.1% |
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 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