+191.3%
XOM vs CSX
+481.1%
-289.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.3% | +3.5% | +2.8% |
| 7D | 0.0% | -0.6% | +0.6% | +0.3% |
| 30D | +3.4% | -3.2% | +6.7% | +4.7% |
| 3M | +11.0% | +2.6% | +8.4% | +9.3% |
| 6M | +10.6% | +19.8% | -9.2% | +1.4% |
| YTD | +39.2% | +34.7% | +4.6% | +21.0% |
| 1Y | +52.7% | +52.1% | +0.6% | +25.4% |
| 3Y | +56.8% | +68.4% | -11.7% | +20.3% |
| 5Y | +261.8% | +65.1% | +196.7% | +173.8% |
| 10Y | +191.3% | +496.7% | -305.4% | +56.6% |
| All | +191.3% | +481.1% | -289.8% | +56.6% |
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