+67.8%
CSX vs BG
+76.3%
-8.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.1% |
| 7D | -3.4% | +2.8% | -6.2% | -4.0% |
| 30D | -3.1% | +12.0% | -15.1% | -5.3% |
| 3M | +7.2% | -7.7% | +14.9% | +8.5% |
| 6M | +16.2% | +4.5% | +11.7% | +14.4% |
| YTD | +37.5% | +35.7% | +1.9% | +28.0% |
| 1Y | +53.2% | +50.1% | +3.2% | +39.0% |
| 3Y | +68.2% | +12.6% | +55.6% | +61.0% |
| All | +67.8% | +76.3% | -8.5% | +32.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling