+1,659.2%
BE vs CSX
+75.3%
+1,583.9%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.2% | -5.6% | -4.8% |
| 7D | -13.4% | +0.7% | -14.1% | -13.5% |
| 30D | -33.9% | +8.1% | -42.0% | -35.8% |
| 3M | -12.0% | +2.2% | -14.2% | -12.7% |
| 6M | -29.0% | +14.6% | -43.6% | -33.7% |
| YTD | +113.4% | +42.2% | +71.2% | +80.8% |
| 1Y | +33.2% | +47.3% | -14.1% | +11.3% |
| 3Y | +1,659.2% | +73.5% | +1,585.7% | +956.8% |
| All | +1,659.2% | +75.3% | +1,583.9% | +956.8% |
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