+72.9%
XOM vs CSX
+68.4%
+4.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +1.0% |
| 7D | -11.4% | -5.5% | -5.9% | -10.4% |
| 30D | +1.1% | +4.9% | -3.8% | -0.1% |
| 3M | +7.8% | -2.9% | +10.7% | +8.2% |
| 6M | +13.0% | +8.3% | +4.7% | +10.5% |
| YTD | +40.6% | +36.7% | +3.9% | +28.4% |
| 1Y | +49.1% | +41.5% | +7.6% | +34.8% |
| 3Y | +72.9% | +68.6% | +4.3% | +40.3% |
| All | +72.9% | +68.4% | +4.5% | +40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling