+504.6%
CSX vs B
+194.1%
+310.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +1.0% |
| 7D | -3.4% | -1.6% | -1.8% | -3.3% |
| 30D | -3.1% | +9.4% | -12.5% | -3.8% |
| 3M | +7.2% | +5.0% | +2.2% | +6.5% |
| 6M | +16.2% | -3.5% | +19.7% | +16.0% |
| YTD | +37.5% | +4.5% | +33.1% | +36.3% |
| 1Y | +53.2% | +67.8% | -14.5% | +45.9% |
| 3Y | +68.2% | +196.7% | -128.5% | +51.0% |
| 5Y | +65.2% | +151.9% | -86.7% | +48.8% |
| All | +504.6% | +194.1% | +310.5% | +447.9% |
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