+899.8%
XLV vs CSX
+3,390.8%
-2,491.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.8% | -1.7% | -2.3% |
| 7D | -2.6% | +0.6% | -3.3% | -2.8% |
| 30D | +0.9% | -2.3% | +3.1% | +1.5% |
| 3M | +10.0% | +4.3% | +5.7% | +8.6% |
| 6M | +10.4% | +23.4% | -13.0% | +4.1% |
| YTD | +8.9% | +36.4% | -27.5% | -0.1% |
| 1Y | +23.4% | +53.0% | -29.7% | +9.6% |
| 3Y | +33.1% | +70.6% | -37.5% | +13.7% |
| 5Y | +33.3% | +65.5% | -32.2% | +13.7% |
| 10Y | +170.8% | +482.4% | -311.6% | +63.1% |
| All | +899.8% | +3,390.8% | -2,491.0% | +254.1% |
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 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