+480.5%
CSX vs BKR
+142.8%
+337.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.4% | -0.8% | -1.2% |
| 7D | -0.6% | -1.5% | +1.0% | -0.1% |
| 30D | -3.2% | -0.7% | -2.6% | -3.1% |
| 3M | +2.6% | +0.5% | +2.1% | +2.0% |
| 6M | +19.8% | +6.6% | +13.2% | +16.3% |
| YTD | +34.7% | +41.3% | -6.6% | +19.7% |
| 1Y | +52.1% | +42.2% | +9.9% | +34.4% |
| 3Y | +68.4% | +83.4% | -15.0% | +34.6% |
| 5Y | +65.1% | +203.6% | -138.5% | +7.0% |
| All | +480.5% | +142.8% | +337.7% | +216.0% |
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