+3,192.6%
CSX vs BG
+928.0%
+2,264.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -3.9% | -3.5% |
| 7D | -5.5% | +2.5% | -8.1% | -6.3% |
| 30D | +4.9% | -6.1% | +11.0% | +6.9% |
| 3M | -2.9% | -8.5% | +5.7% | -0.6% |
| 6M | +8.3% | -20.4% | +28.8% | +15.3% |
| YTD | +36.7% | +13.3% | +23.5% | +29.2% |
| 1Y | +41.5% | +7.3% | +34.2% | +35.9% |
| 3Y | +68.6% | +2.6% | +66.1% | +60.3% |
| 5Y | +48.4% | +22.0% | +26.5% | +29.4% |
| 10Y | +446.6% | +91.8% | +354.8% | +282.0% |
| All | +3,192.6% | +928.0% | +2,264.6% | +1,446.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling