+593.0%
BE vs CSX
+138.0%
+454.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.6% | -7.9% | -8.9% |
| 7D | -14.7% | -5.5% | -9.2% | -10.5% |
| 30D | -40.5% | +4.9% | -45.5% | -43.3% |
| 3M | -24.3% | -2.9% | -21.5% | -23.1% |
| 6M | -39.3% | +8.3% | -47.7% | -44.8% |
| YTD | +99.4% | +36.7% | +62.6% | +47.1% |
| 1Y | +26.6% | +41.5% | -14.9% | -9.1% |
| 3Y | +1,616.9% | +68.6% | +1,548.3% | +888.8% |
| 5Y | +441.4% | +48.4% | +392.9% | +247.5% |
| All | +593.0% | +138.0% | +454.9% | +120.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling