+54.4%
XOM vs CSX
+73.8%
-19.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -1.9% |
| 7D | +1.8% | -3.4% | +5.1% | +2.5% |
| 30D | +5.9% | -3.1% | +8.9% | +6.5% |
| 3M | +5.6% | +7.2% | -1.6% | +3.6% |
| 6M | +7.9% | +16.2% | -8.3% | +3.6% |
| YTD | +35.2% | +37.5% | -2.4% | +23.4% |
| 1Y | +46.0% | +53.2% | -7.2% | +28.8% |
| All | +54.4% | +73.8% | -19.4% | +22.7% |
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 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