+209.9%
BKNG vs CSX
+502.6%
-292.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | -0.1% |
| 7D | -10.7% | +0.1% | -10.8% | -10.7% |
| 30D | -18.1% | -1.5% | -16.6% | -17.6% |
| 3M | +8.5% | +6.0% | +2.6% | +5.2% |
| 6M | -0.1% | +20.6% | -20.6% | -9.1% |
| YTD | -18.2% | +36.5% | -54.7% | -30.1% |
| 1Y | -19.9% | +55.0% | -74.8% | -35.6% |
| 3Y | +41.6% | +70.8% | -29.2% | +6.4% |
| 5Y | +93.1% | +69.6% | +23.6% | +43.8% |
| All | +209.9% | +502.6% | -292.7% | +77.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling