+482.4%
CSX vs BBY
+233.2%
+249.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.5% |
| 7D | +0.6% | +8.1% | -7.5% | -1.7% |
| 30D | -2.3% | +8.9% | -11.2% | -4.9% |
| 3M | +4.3% | +22.0% | -17.7% | -2.1% |
| 6M | +23.4% | +37.8% | -14.5% | +10.5% |
| YTD | +36.4% | +37.3% | -0.9% | +21.8% |
| 1Y | +53.0% | +21.6% | +31.5% | +41.1% |
| 3Y | +70.6% | +41.5% | +29.1% | +44.1% |
| 5Y | +65.5% | +1.2% | +64.2% | +50.1% |
| 10Y | +482.4% | +237.8% | +244.6% | +284.9% |
| All | +482.4% | +233.2% | +249.2% | +284.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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