+414.9%
CSX vs B
+216.6%
+198.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +6.0% | -7.3% | +13.3% | +6.6% |
| 30D | +7.8% | -3.3% | +11.2% | +8.0% |
| 3M | +4.1% | -7.8% | +11.9% | +4.5% |
| 6M | +17.9% | -15.5% | +33.5% | +19.0% |
| YTD | +44.9% | -12.3% | +57.2% | +45.3% |
| 1Y | +51.1% | +5.4% | +45.8% | +49.3% |
| 3Y | +78.3% | +165.5% | -87.3% | +60.8% |
| 5Y | +58.1% | +107.0% | -48.9% | +44.2% |
| All | +414.9% | +216.6% | +198.3% | +366.7% |
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