+911.5%
BE vs CSX
+139.5%
+772.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | +0.9% | +6.5% | +6.6% |
| 7D | +20.0% | -3.4% | +23.4% | +23.4% |
| 30D | +7.9% | -3.1% | +11.0% | +10.8% |
| 3M | -13.2% | +7.2% | -20.4% | -19.5% |
| 6M | +53.5% | +16.2% | +37.3% | +32.5% |
| YTD | +191.0% | +37.5% | +153.5% | +115.5% |
| 1Y | +360.5% | +53.2% | +307.3% | +207.9% |
| 3Y | +1,568.0% | +68.2% | +1,499.8% | +874.6% |
| 5Y | +1,055.2% | +65.2% | +990.0% | +570.2% |
| All | +911.5% | +139.5% | +772.0% | +222.4% |
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