+59.4%
BE vs CSX
+51.7%
+7.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -3.9% |
| 7D | +20.5% | +3.1% | +17.5% | +19.4% |
| 30D | -23.4% | +9.7% | -33.1% | -24.7% |
| 3M | -14.9% | +4.9% | -19.8% | -15.3% |
| 6M | -28.1% | +18.4% | -46.4% | -34.3% |
| YTD | +132.4% | +45.9% | +86.5% | +86.7% |
| 1Y | +59.4% | +50.0% | +9.4% | +21.0% |
| All | +59.4% | +51.7% | +7.6% | +21.0% |
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