+112.6%
BSX vs CSX
+419.3%
-306.7%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.0% | -2.4% |
| 7D | -1.0% | +3.1% | -4.1% | -2.1% |
| 30D | +2.1% | +9.7% | -7.7% | -1.5% |
| 3M | -14.0% | +4.9% | -19.0% | -15.7% |
| 6M | -18.3% | +18.4% | -36.7% | -23.8% |
| YTD | -53.6% | +45.9% | -99.5% | -60.5% |
| 1Y | -57.6% | +50.0% | -107.5% | -64.2% |
| 3Y | -14.3% | +78.0% | -92.3% | -34.4% |
| 5Y | +5.1% | +59.2% | -54.1% | -17.0% |
| All | +112.6% | +419.3% | -306.7% | +33.5% |
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