+30.9%
BKNG vs CSX
+77.5%
-46.5%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.8% |
| 7D | -0.7% | +6.0% | -6.6% | -2.3% |
| 30D | -0.7% | +7.8% | -8.5% | -2.7% |
| 3M | -25.0% | +4.1% | -29.1% | -25.8% |
| 6M | +3.4% | +17.9% | -14.5% | -1.9% |
| YTD | -25.0% | +44.9% | -69.9% | -34.2% |
| 1Y | -20.7% | +51.1% | -71.8% | -31.6% |
| 3Y | +30.9% | +78.3% | -47.3% | +5.8% |
| All | +30.9% | +77.5% | -46.5% | +5.8% |
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 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