+409.0%
CSX vs BIL
+25.7%
+383.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.7% | +0.1% | +0.6% | +0.8% |
| 30D | +8.1% | 0.0% | +8.1% | +8.2% |
| 3M | +2.2% | +0.6% | +1.6% | +2.8% |
| 6M | +14.6% | +1.5% | +13.1% | +16.2% |
| YTD | +42.2% | +2.8% | +39.4% | +46.0% |
| 1Y | +47.3% | +3.3% | +44.0% | +52.2% |
| 3Y | +73.5% | +13.4% | +60.1% | +92.5% |
| 5Y | +54.1% | +19.8% | +34.3% | +77.6% |
| 10Y | +409.0% | +25.7% | +383.3% | +399.0% |
| All | +409.0% | +25.7% | +383.3% | +399.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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