+74.5%
CSX vs BB
+122.6%
-48.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.5% | +2.1% | -2.1% |
| 7D | -2.7% | -8.9% | +6.2% | -2.2% |
| 30D | +7.0% | -12.6% | +19.6% | +7.6% |
| 3M | -0.3% | -4.1% | +3.8% | -0.4% |
| 6M | +13.5% | +49.5% | -35.9% | +8.9% |
| YTD | +41.5% | +120.8% | -79.3% | +31.3% |
| 1Y | +45.8% | +76.2% | -30.4% | +37.3% |
| All | +74.5% | +122.6% | -48.1% | +55.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling