+68.6%
CSX vs BBWI
-28.0%
+96.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.3% | -0.1% | -3.0% |
| 7D | -5.5% | -6.2% | +0.7% | -4.8% |
| 30D | +4.9% | +19.9% | -15.0% | +2.8% |
| 3M | -2.9% | +7.1% | -10.0% | -3.9% |
| 6M | +8.3% | +13.7% | -5.3% | +5.8% |
| YTD | +36.7% | +9.6% | +27.2% | +33.3% |
| 1Y | +41.5% | -1.6% | +43.1% | +39.4% |
| 3Y | +68.6% | -25.9% | +94.5% | +68.5% |
| All | +68.6% | -28.0% | +96.7% | +68.5% |
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 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