+416.4%
CSX vs BLK
+321.7%
+94.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.4% |
| 7D | -0.3% | +0.2% | -0.4% | -0.4% |
| 30D | +8.7% | +13.1% | -4.4% | +1.3% |
| 3M | +4.2% | +7.3% | -3.1% | -0.3% |
| 6M | +16.7% | +14.6% | +2.0% | +6.5% |
| YTD | +44.5% | +16.5% | +28.0% | +29.4% |
| 1Y | +50.3% | +15.4% | +34.9% | +35.3% |
| 3Y | +76.3% | +97.2% | -20.8% | +12.3% |
| 5Y | +58.1% | +43.4% | +14.8% | +19.9% |
| 10Y | +416.4% | +322.5% | +93.9% | +88.9% |
| All | +416.4% | +321.7% | +94.7% | +88.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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