+490.1%
CSX vs BHP
+496.0%
-5.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.4% | -2.9% | -0.5% | -2.3% |
| 30D | -3.1% | +3.4% | -6.5% | -4.5% |
| 3M | +7.2% | +4.1% | +3.1% | +4.6% |
| 6M | +16.2% | +20.6% | -4.4% | +6.2% |
| YTD | +37.5% | +56.1% | -18.5% | +12.6% |
| 1Y | +53.2% | +69.6% | -16.4% | +20.8% |
| 3Y | +68.2% | +78.8% | -10.6% | +25.5% |
| 5Y | +65.2% | +113.1% | -47.8% | +7.5% |
| All | +490.1% | +496.0% | -5.9% | +126.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BHP.
Daily Out/Under-Performance
Portfolio return minus BHP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BHP 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 10y: compounded portfolio wealth divided by compounded BHP 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…
10y analysis · Full analysis span regression · 6 months rolling