+47.3%
CSX vs BG
+6.5%
+40.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.9% | +1.3% |
| 7D | +0.7% | +5.0% | -4.3% | +0.3% |
| 30D | +8.1% | -3.2% | +11.3% | +8.4% |
| 3M | +2.2% | -11.2% | +13.4% | +3.1% |
| 6M | +14.6% | -19.4% | +34.0% | +16.4% |
| YTD | +42.2% | +13.6% | +28.6% | +37.5% |
| 1Y | +47.3% | +7.3% | +40.1% | +43.5% |
| All | +47.3% | +6.5% | +40.8% | +43.5% |
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