+737.9%
BE vs CSX
+151.5%
+586.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.0% | +1.6% | +11.4% | +11.6% |
| 7D | +4.5% | -0.3% | +4.8% | +5.2% |
| 30D | -20.1% | +8.7% | -28.8% | -25.9% |
| 3M | -0.8% | +4.2% | -5.0% | -5.0% |
| 6M | -26.2% | +16.7% | -42.9% | -37.0% |
| YTD | +141.1% | +44.5% | +96.6% | +69.9% |
| 1Y | +64.8% | +50.3% | +14.6% | +12.6% |
| 3Y | +1,887.4% | +76.3% | +1,811.1% | +1,006.0% |
| 5Y | +518.1% | +58.1% | +459.9% | +275.9% |
| All | +737.9% | +151.5% | +586.4% | +154.2% |
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