+9,714.3%
CSX vs BEN
+4,818.7%
+4,895.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.7% | -8.1% | -5.2% |
| 7D | -5.5% | +6.6% | -12.1% | -8.0% |
| 30D | +4.9% | +3.8% | +1.1% | +3.1% |
| 3M | -2.9% | +0.2% | -3.1% | -3.3% |
| 6M | +8.3% | +10.4% | -2.1% | +3.3% |
| YTD | +36.7% | +46.2% | -9.4% | +15.9% |
| 1Y | +41.5% | +52.3% | -10.8% | +17.8% |
| 3Y | +68.6% | +65.9% | +2.7% | +31.8% |
| 5Y | +48.4% | +20.6% | +27.9% | +28.7% |
| 10Y | +446.6% | +64.8% | +381.8% | +293.6% |
| All | +9,714.3% | +4,818.7% | +4,895.7% | +2,685.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 all: compounded portfolio wealth divided by compounded BEN 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…
all analysis · Full analysis span regression · 6 months rolling