+72.2%
CSX vs BBWI
-43.7%
+116.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | +0.5% |
| 7D | -3.4% | +1.5% | -4.9% | -3.6% |
| 30D | -3.1% | -5.2% | +2.1% | -2.6% |
| 3M | +7.2% | +11.1% | -3.9% | +5.2% |
| 6M | +16.2% | -13.4% | +29.5% | +17.3% |
| YTD | +37.5% | +0.1% | +37.5% | +35.6% |
| 1Y | +53.2% | -36.1% | +89.4% | +61.1% |
| All | +72.2% | -43.7% | +116.0% | +76.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling