+50.0%
CSX vs BB
+100.9%
-50.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.0% | +3.9% | +1.0% |
| 7D | +3.1% | +9.0% | -5.9% | +2.9% |
| 30D | +9.7% | +7.7% | +2.0% | +9.3% |
| 3M | +4.9% | +4.0% | +0.9% | +4.6% |
| 6M | +18.4% | +46.6% | -28.3% | +14.3% |
| YTD | +45.9% | +140.6% | -94.8% | +32.6% |
| 1Y | +50.0% | +103.1% | -53.2% | +39.8% |
| All | +50.0% | +100.9% | -50.9% | +39.8% |
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