+412.6%
CSX vs BBY
+308.8%
+103.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.7% | -3.9% | +0.9% |
| 7D | -2.2% | +10.5% | -12.8% | -5.0% |
| 30D | +6.8% | +22.1% | -15.3% | +0.7% |
| 3M | +0.7% | +31.0% | -30.3% | -7.3% |
| 6M | +13.3% | +83.2% | -69.9% | -6.6% |
| YTD | +40.5% | +65.1% | -24.5% | +18.8% |
| 1Y | +44.7% | +41.6% | +3.0% | +28.0% |
| 3Y | +74.5% | +95.6% | -21.1% | +33.3% |
| 5Y | +52.0% | +1.0% | +51.0% | +39.6% |
| 10Y | +412.6% | +296.9% | +115.7% | +238.4% |
| All | +412.6% | +308.8% | +103.9% | +238.4% |
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