+91.2%
BSX vs CSX
+481.1%
-389.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.2% | +0.4% |
| 7D | -7.0% | -0.6% | -6.5% | -6.8% |
| 30D | -10.9% | -3.2% | -7.7% | -9.8% |
| 3M | -8.2% | +2.6% | -10.8% | -9.3% |
| 6M | -37.5% | +19.8% | -57.3% | -42.0% |
| YTD | -52.8% | +34.7% | -87.5% | -58.4% |
| 1Y | -58.4% | +52.1% | -110.6% | -65.2% |
| 3Y | -16.5% | +68.4% | -85.0% | -34.6% |
| 5Y | -1.0% | +65.1% | -66.1% | -23.2% |
| 10Y | +91.2% | +496.7% | -405.5% | +6.4% |
| All | +91.2% | +481.1% | -389.9% | +6.4% |
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 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