+188.5%
XOM vs CSX
+416.0%
-227.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.6% |
| 7D | -7.3% | +0.7% | -8.0% | -7.7% |
| 30D | -2.6% | +8.1% | -10.7% | -6.0% |
| 3M | +3.6% | +2.2% | +1.4% | +2.2% |
| 6M | +15.3% | +14.6% | +0.7% | +7.9% |
| YTD | +39.4% | +42.2% | -2.8% | +18.0% |
| 1Y | +43.2% | +47.3% | -4.2% | +19.2% |
| 3Y | +74.9% | +73.5% | +1.4% | +32.3% |
| 5Y | +201.3% | +54.1% | +147.2% | +135.7% |
| 10Y | +188.5% | +409.0% | -220.5% | +70.6% |
| All | +188.5% | +416.0% | -227.5% | +70.6% |
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