+9,772.3%
CSX vs BBWI
+1,034.6%
+8,737.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -2.0% | +0.2% |
| 7D | -3.4% | +1.5% | -4.9% | -3.7% |
| 30D | -3.1% | -5.2% | +2.1% | -2.2% |
| 3M | +7.2% | +11.1% | -3.9% | +3.2% |
| 6M | +16.2% | -13.4% | +29.5% | +17.5% |
| YTD | +37.5% | +0.1% | +37.5% | +33.3% |
| 1Y | +53.2% | -36.1% | +89.4% | +63.5% |
| 3Y | +68.2% | -44.1% | +112.3% | +76.0% |
| 5Y | +65.2% | -66.2% | +131.5% | +86.7% |
| 10Y | +504.1% | -54.8% | +558.9% | +420.7% |
| All | +9,772.3% | +1,034.6% | +8,737.6% | +2,593.9% |
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