+9,714.3%
CSX vs BHP
+6,976.6%
+2,737.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BHP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.7% | -5.0% | -4.0% |
| 7D | -5.5% | +0.9% | -6.4% | -5.9% |
| 30D | +4.9% | -6.3% | +11.2% | +7.2% |
| 3M | -2.9% | -7.1% | +4.3% | -0.7% |
| 6M | +8.3% | -3.2% | +11.5% | +8.0% |
| YTD | +36.7% | +37.9% | -1.1% | +18.6% |
| 1Y | +41.5% | +49.7% | -8.2% | +18.9% |
| 3Y | +68.6% | +51.7% | +16.9% | +37.3% |
| 5Y | +48.4% | +122.0% | -73.6% | +0.7% |
| 10Y | +446.6% | +382.4% | +64.2% | +167.5% |
| All | +9,714.3% | +6,976.6% | +2,737.7% | +2,304.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling