+3,212.1%
CSX vs BG
+1,131.5%
+2,080.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | -3.4% | +2.8% | -6.2% | -4.3% |
| 30D | -3.1% | +12.0% | -15.1% | -6.8% |
| 3M | +7.2% | -7.7% | +14.9% | +9.2% |
| 6M | +16.2% | +4.5% | +11.7% | +13.3% |
| YTD | +37.5% | +35.7% | +1.9% | +23.1% |
| 1Y | +53.2% | +50.1% | +3.2% | +31.8% |
| 3Y | +68.2% | +12.6% | +55.6% | +55.6% |
| 5Y | +65.2% | +75.4% | -10.2% | +27.9% |
| 10Y | +504.1% | +150.5% | +353.7% | +287.5% |
| All | +3,212.1% | +1,131.5% | +2,080.6% | +1,372.4% |
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 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