+409.0%
CSX vs BBY
+282.3%
+126.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.2% | +1.8% |
| 7D | +0.7% | +10.9% | -10.2% | -2.3% |
| 30D | +8.1% | +19.6% | -11.6% | +2.5% |
| 3M | +2.2% | +27.6% | -25.4% | -5.2% |
| 6M | +14.6% | +79.4% | -64.8% | -4.9% |
| YTD | +42.2% | +61.7% | -19.5% | +20.9% |
| 1Y | +47.3% | +40.3% | +7.0% | +30.6% |
| 3Y | +73.5% | +87.9% | -14.4% | +34.2% |
| 5Y | +54.1% | +0.2% | +53.9% | +41.7% |
| 10Y | +409.0% | +274.5% | +134.5% | +240.2% |
| All | +409.0% | +282.3% | +126.7% | +240.2% |
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