+445.7%
CSX vs B
+181.7%
+264.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.5% | -2.9% | -2.4% |
| 7D | -2.7% | +4.3% | -7.0% | -3.0% |
| 30D | +7.0% | -0.9% | +7.9% | +7.0% |
| 3M | -0.3% | -1.4% | +1.1% | -0.4% |
| 6M | +13.5% | +5.0% | +8.5% | +12.6% |
| YTD | +41.5% | -5.8% | +47.3% | +41.2% |
| 1Y | +45.8% | +25.6% | +20.2% | +42.2% |
| 3Y | +74.4% | +161.6% | -87.2% | +58.2% |
| 5Y | +53.6% | +135.2% | -81.6% | +39.2% |
| All | +445.7% | +181.7% | +264.0% | +387.2% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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