+1,360.8%
XLK vs CSX
+3,633.1%
-2,272.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.7% |
| 7D | +7.0% | +3.1% | +3.9% | +5.8% |
| 30D | -11.5% | +9.7% | -21.2% | -14.7% |
| 3M | -7.9% | +4.9% | -12.8% | -9.9% |
| 6M | -0.6% | +18.4% | -18.9% | -7.4% |
| YTD | +21.1% | +45.9% | -24.7% | +3.7% |
| 1Y | +18.8% | +50.0% | -31.1% | +0.7% |
| 3Y | +97.3% | +78.0% | +19.3% | +54.4% |
| 5Y | +115.5% | +59.2% | +56.4% | +75.4% |
| 10Y | +723.7% | +421.4% | +302.4% | +324.2% |
| All | +1,360.8% | +3,633.1% | -2,272.2% | +233.9% |
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 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