+10,056.0%
CSX vs BBWI
+1,184.1%
+8,871.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.2% | +3.9% | -0.8% |
| 7D | -2.7% | -3.1% | +0.4% | -2.0% |
| 30D | +7.0% | +23.1% | -16.1% | +1.5% |
| 3M | -0.3% | +7.3% | -7.6% | -3.0% |
| 6M | +13.5% | +22.6% | -9.1% | +5.5% |
| YTD | +41.5% | +13.3% | +28.2% | +32.2% |
| 1Y | +45.8% | -2.6% | +48.3% | +39.5% |
| 3Y | +74.4% | -25.9% | +100.3% | +69.3% |
| 5Y | +53.6% | -66.7% | +120.3% | +74.2% |
| 10Y | +465.6% | -41.6% | +507.2% | +353.1% |
| All | +10,056.0% | +1,184.1% | +8,871.9% | +2,572.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling