+9,772.3%
CSX vs BKR
+571.3%
+9,201.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -3.4% | +1.7% | -5.1% | -3.8% |
| 30D | -3.1% | +3.3% | -6.4% | -4.0% |
| 3M | +7.2% | -3.6% | +10.8% | +7.7% |
| 6M | +16.2% | +5.0% | +11.1% | +13.6% |
| YTD | +37.5% | +40.9% | -3.4% | +24.4% |
| 1Y | +53.2% | +39.2% | +14.0% | +38.5% |
| 3Y | +68.2% | +83.7% | -15.5% | +39.0% |
| 5Y | +65.2% | +207.5% | -142.3% | +15.4% |
| 10Y | +504.1% | +136.3% | +367.8% | +315.2% |
| All | +9,772.3% | +571.3% | +9,201.0% | +4,646.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling