+413.4%
CSX vs BG
+108.1%
+305.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.4% |
| 7D | -0.3% | +3.4% | -3.7% | -1.3% |
| 30D | +8.7% | -3.8% | +12.5% | +9.8% |
| 3M | +4.2% | -9.6% | +13.8% | +6.8% |
| 6M | +16.7% | -19.5% | +36.2% | +23.2% |
| YTD | +44.5% | +14.6% | +29.9% | +36.2% |
| 1Y | +50.3% | +6.6% | +43.6% | +44.7% |
| 3Y | +76.3% | +4.7% | +71.6% | +67.0% |
| 5Y | +58.1% | +22.1% | +36.1% | +37.2% |
| All | +413.4% | +108.1% | +305.3% | +223.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling