+43.2%
XOM vs CSX
+47.0%
-3.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.3% | -0.2% |
| 7D | -7.3% | +0.7% | -8.0% | -7.3% |
| 30D | -2.6% | +8.1% | -10.7% | -2.9% |
| 3M | +3.6% | +2.2% | +1.4% | +3.3% |
| 6M | +15.3% | +14.6% | +0.7% | +14.5% |
| YTD | +39.4% | +42.2% | -2.8% | +30.6% |
| 1Y | +43.2% | +47.3% | -4.2% | +33.7% |
| All | +43.2% | +47.0% | -3.8% | +33.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling