+47.1%
CSX vs BG
+7.2%
+39.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.4% | +0.2% | +2.4% |
| 7D | +0.1% | -3.8% | +3.9% | +0.4% |
| 30D | +9.7% | -9.6% | +19.3% | +10.6% |
| 3M | +2.3% | -8.5% | +10.8% | +2.8% |
| 6M | +17.1% | -23.0% | +40.1% | +19.3% |
| YTD | +44.9% | +10.9% | +34.0% | +41.3% |
| 1Y | +47.1% | +6.0% | +41.1% | +43.7% |
| All | +47.1% | +7.2% | +39.9% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 1y: compounded portfolio wealth divided by compounded BG 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…
1y analysis · Full analysis span regression · 6 months rolling