+496.7%
CSX vs BG
+160.3%
+336.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -0.6% | +0.5% | -1.1% | -0.8% |
| 30D | -3.2% | +10.3% | -13.6% | -6.1% |
| 3M | +2.6% | -1.9% | +4.5% | +2.6% |
| 6M | +19.8% | +5.2% | +14.6% | +16.9% |
| YTD | +34.7% | +41.2% | -6.5% | +19.9% |
| 1Y | +52.1% | +50.5% | +1.6% | +32.2% |
| 3Y | +68.4% | +19.9% | +48.5% | +54.2% |
| 5Y | +65.1% | +86.7% | -21.6% | +25.1% |
| 10Y | +496.7% | +167.5% | +329.2% | +257.0% |
| All | +496.7% | +160.3% | +336.4% | +257.0% |
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