+3,283.8%
CSX vs BG
+949.6%
+2,334.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.1% |
| 7D | -2.2% | +7.4% | -9.6% | -4.4% |
| 30D | +6.8% | -1.5% | +8.3% | +7.2% |
| 3M | +0.7% | -6.1% | +6.7% | +2.2% |
| 6M | +13.3% | -18.0% | +31.3% | +19.4% |
| YTD | +40.5% | +15.6% | +24.9% | +31.9% |
| 1Y | +44.7% | +9.6% | +35.1% | +38.1% |
| 3Y | +74.5% | +6.3% | +68.2% | +64.0% |
| 5Y | +52.0% | +24.6% | +27.4% | +31.6% |
| 10Y | +412.6% | +98.1% | +314.5% | +254.7% |
| All | +3,283.8% | +949.6% | +2,334.2% | +1,478.5% |
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 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