+1,365.2%
CSX vs BIL
+30.3%
+1,334.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +0.1% | -0.3% | +0.4% | -1.0% |
| 30D | +9.7% | 0.0% | +9.8% | +9.7% |
| 3M | +2.3% | +0.3% | +2.0% | +3.7% |
| 6M | +17.1% | +1.2% | +15.9% | +23.5% |
| YTD | +44.9% | +2.4% | +42.5% | +61.4% |
| 1Y | +47.1% | +3.0% | +44.1% | +68.3% |
| 3Y | +78.6% | +13.1% | +65.4% | +214.2% |
| 5Y | +57.2% | +19.4% | +37.8% | +258.1% |
| 10Y | +479.2% | +25.1% | +454.1% | +1,557.5% |
| All | +1,365.2% | +30.3% | +1,334.9% | +4,040.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling