+70.6%
CSX vs BKR
+82.1%
-11.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +0.6% | +0.4% | +0.2% | +0.5% |
| 30D | -2.3% | +3.9% | -6.1% | -3.1% |
| 3M | +4.3% | -1.1% | +5.4% | +4.5% |
| 6M | +23.4% | +7.6% | +15.7% | +20.3% |
| YTD | +36.4% | +41.9% | -5.5% | +23.7% |
| 1Y | +53.0% | +42.2% | +10.8% | +38.0% |
| 3Y | +70.6% | +84.3% | -13.6% | +39.5% |
| All | +70.6% | +82.1% | -11.5% | +39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling