+412.6%
CSX vs BBWI
-41.3%
+454.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.9% | +0.9% | +2.4% |
| 7D | -2.2% | -6.2% | +4.0% | -1.0% |
| 30D | +6.8% | +25.5% | -18.7% | +2.3% |
| 3M | +0.7% | +8.0% | -7.3% | -1.4% |
| 6M | +13.3% | +12.7% | +0.6% | +9.0% |
| YTD | +40.5% | +11.6% | +28.9% | +34.1% |
| 1Y | +44.7% | -0.9% | +45.6% | +39.9% |
| 3Y | +74.5% | -22.7% | +97.2% | +69.9% |
| 5Y | +52.0% | -67.2% | +119.2% | +70.3% |
| 10Y | +412.6% | -43.7% | +456.3% | +281.5% |
| All | +412.6% | -41.3% | +454.0% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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