+10,299.7%
CSX vs BKR
+425.2%
+9,874.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.0% |
| 7D | +6.0% | +3.8% | +2.2% | +5.0% |
| 30D | +7.8% | -10.3% | +18.1% | +10.3% |
| 3M | +4.1% | -21.7% | +25.8% | +10.0% |
| 6M | +17.9% | -23.8% | +41.7% | +24.8% |
| YTD | +44.9% | +10.3% | +34.6% | +38.6% |
| 1Y | +51.1% | +5.7% | +45.5% | +46.1% |
| 3Y | +78.3% | +52.6% | +25.6% | +53.7% |
| 5Y | +58.1% | +127.1% | -69.0% | +19.0% |
| 10Y | +417.9% | +56.5% | +361.4% | +293.3% |
| All | +10,299.7% | +425.2% | +9,874.6% | +5,189.1% |
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