+1,574.6%
BE vs CSX
+68.2%
+1,506.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +7.0% |
| 7D | +20.0% | -3.4% | +23.4% | +21.7% |
| 30D | +7.9% | -3.1% | +11.0% | +9.4% |
| 3M | -13.2% | +7.2% | -20.4% | -16.8% |
| 6M | +53.5% | +16.2% | +37.3% | +40.7% |
| YTD | +191.0% | +37.5% | +153.5% | +145.9% |
| 1Y | +360.5% | +53.2% | +307.3% | +266.5% |
| All | +1,574.6% | +68.2% | +1,506.4% | +893.2% |
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 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