+48.2%
CSX vs BB
-20.8%
+69.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.4% | -7.8% | -3.8% |
| 7D | -5.5% | +3.8% | -9.3% | -5.9% |
| 30D | +4.9% | -0.3% | +5.3% | +4.6% |
| 3M | -2.9% | -0.5% | -2.4% | -3.4% |
| 6M | +8.3% | +45.9% | -37.6% | +2.0% |
| YTD | +36.7% | +130.6% | -93.9% | +21.5% |
| 1Y | +41.5% | +89.2% | -47.7% | +28.4% |
| 3Y | +68.6% | +137.5% | -68.9% | +43.1% |
| All | +48.2% | -20.8% | +69.0% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling