+74.5%
CSX vs BBY
+91.7%
-17.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.7% | -3.9% | +1.6% |
| 7D | -2.2% | +10.5% | -12.8% | -4.0% |
| 30D | +6.8% | +22.1% | -15.3% | +3.0% |
| 3M | +0.7% | +31.0% | -30.3% | -4.3% |
| 6M | +13.3% | +83.2% | -69.9% | +0.1% |
| YTD | +40.5% | +65.1% | -24.5% | +26.5% |
| 1Y | +44.7% | +41.6% | +3.0% | +34.8% |
| 3Y | +74.5% | +95.6% | -21.1% | +44.5% |
| All | +74.5% | +91.7% | -17.2% | +44.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling