+67.8%
CSX vs BBY
-0.2%
+68.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.2% |
| 7D | -3.4% | +9.5% | -12.9% | -5.3% |
| 30D | -3.1% | +6.8% | -9.9% | -4.7% |
| 3M | +7.2% | +28.9% | -21.7% | +0.9% |
| 6M | +16.2% | +37.8% | -21.6% | +6.8% |
| YTD | +37.5% | +38.7% | -1.2% | +25.9% |
| 1Y | +53.2% | +23.7% | +29.5% | +43.8% |
| 3Y | +68.2% | +39.1% | +29.1% | +48.0% |
| All | +67.8% | -0.2% | +68.0% | +45.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling