+4,261.5%
XOM vs CSX
+10,217.9%
-5,956.4%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.5% | -2.0% |
| 7D | +1.8% | -3.4% | +5.1% | +2.8% |
| 30D | +5.9% | -3.1% | +8.9% | +6.8% |
| 3M | +5.6% | +7.2% | -1.6% | +3.0% |
| 6M | +7.9% | +16.2% | -8.3% | +2.2% |
| YTD | +35.2% | +37.5% | -2.4% | +21.4% |
| 1Y | +46.0% | +53.2% | -7.2% | +26.4% |
| 3Y | +55.0% | +68.2% | -13.2% | +29.0% |
| 5Y | +246.3% | +65.2% | +181.1% | +186.7% |
| 10Y | +181.0% | +504.1% | -323.2% | +57.3% |
| All | +4,261.5% | +10,217.9% | -5,956.4% | +1,223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling