+1,290.9%
CSX vs BIL
+30.4%
+1,260.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +1.0% |
| 7D | -3.4% | +0.1% | -3.5% | -3.0% |
| 30D | -3.1% | +0.3% | -3.4% | -1.6% |
| 3M | +7.2% | +0.9% | +6.2% | +11.8% |
| 6M | +16.2% | +1.8% | +14.3% | +26.1% |
| YTD | +37.5% | +2.4% | +35.1% | +53.3% |
| 1Y | +53.2% | +3.7% | +49.5% | +80.8% |
| 3Y | +68.2% | +14.2% | +54.1% | +209.2% |
| 5Y | +65.2% | +19.4% | +45.8% | +276.5% |
| 10Y | +504.1% | +25.2% | +478.9% | +1,632.4% |
| All | +1,290.9% | +30.4% | +1,260.5% | +3,831.9% |
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