+418.4%
CSX vs BKR
+54.5%
+363.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +3.1% | +6.3% | -3.2% | +1.3% |
| 30D | +9.7% | -13.0% | +22.7% | +13.6% |
| 3M | +4.9% | -23.6% | +28.5% | +12.5% |
| 6M | +18.4% | -24.5% | +42.8% | +26.5% |
| YTD | +45.9% | +9.0% | +36.9% | +38.6% |
| 1Y | +50.0% | +4.4% | +45.6% | +44.2% |
| 3Y | +78.0% | +51.4% | +26.6% | +48.8% |
| 5Y | +59.2% | +124.4% | -65.3% | +11.9% |
| All | +418.4% | +54.5% | +363.8% | +213.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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