+169.4%
XLV vs CSX
+501.5%
-332.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -3.6% | -0.9% | -2.6% | -3.3% |
| 30D | -1.8% | -2.0% | +0.2% | -1.3% |
| 3M | +7.8% | +3.6% | +4.2% | +6.4% |
| 6M | +9.1% | +22.0% | -12.9% | +2.0% |
| YTD | +7.7% | +36.3% | -28.5% | -2.9% |
| 1Y | +20.4% | +50.9% | -30.5% | +4.9% |
| 3Y | +30.8% | +69.2% | -38.4% | +8.2% |
| 5Y | +34.6% | +69.2% | -34.6% | +9.7% |
| All | +169.4% | +501.5% | -332.1% | +64.2% |
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