+39.1%
BKNG vs CSX
+67.5%
-28.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.3% | -2.5% | -3.5% |
| 7D | -13.1% | -0.6% | -12.5% | -13.0% |
| 30D | -18.5% | -3.2% | -15.3% | -17.8% |
| 3M | +5.8% | +2.6% | +3.2% | +4.5% |
| 6M | -2.1% | +19.8% | -21.9% | -8.4% |
| YTD | -18.6% | +34.7% | -53.3% | -27.4% |
| 1Y | -21.7% | +52.1% | -73.8% | -33.4% |
| All | +39.1% | +67.5% | -28.4% | +8.1% |
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 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