+41.5%
CSX vs BB
+83.6%
-42.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -3.5% |
| 7D | -5.5% | +3.8% | -9.3% | -5.6% |
| 30D | +4.9% | -0.3% | +5.3% | +4.8% |
| 3M | -2.9% | -0.5% | -2.4% | -3.0% |
| 6M | +8.3% | +45.9% | -37.6% | +4.6% |
| YTD | +36.7% | +130.6% | -93.9% | +24.8% |
| 1Y | +41.5% | +89.2% | -47.7% | +33.2% |
| All | +41.5% | +83.6% | -42.1% | +33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 1y: compounded portfolio wealth divided by compounded BB 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…
1y analysis · Full analysis span regression · 6 months rolling