+67.8%
CSX vs BHP
+115.8%
-48.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +0.9% |
| 7D | -3.4% | -2.9% | -0.5% | -2.7% |
| 30D | -3.1% | +3.4% | -6.5% | -3.9% |
| 3M | +7.2% | +4.1% | +3.1% | +5.6% |
| 6M | +16.2% | +20.6% | -4.4% | +9.7% |
| YTD | +37.5% | +56.1% | -18.5% | +21.3% |
| 1Y | +53.2% | +69.6% | -16.4% | +32.1% |
| 3Y | +68.2% | +78.8% | -10.6% | +39.7% |
| All | +67.8% | +115.8% | -48.0% | +30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling