+491.3%
BE vs CSX
+59.2%
+432.1%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.0% | -4.6% | -4.2% |
| 7D | +20.5% | +3.1% | +17.5% | +18.3% |
| 30D | -23.4% | +9.7% | -33.1% | -27.9% |
| 3M | -14.9% | +4.9% | -19.8% | -17.8% |
| 6M | -28.1% | +18.4% | -46.4% | -36.9% |
| YTD | +132.4% | +45.9% | +86.5% | +75.7% |
| 1Y | +59.4% | +50.0% | +9.4% | +18.5% |
| 3Y | +1,815.8% | +78.0% | +1,737.8% | +1,070.6% |
| 5Y | +491.3% | +59.2% | +432.1% | +260.8% |
| All | +491.3% | +59.2% | +432.1% | +260.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling