+72.1%
CSX vs BLK
+72.5%
-0.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | -3.4% | -3.6% | +0.2% | -2.1% |
| 30D | -3.1% | -1.0% | -2.1% | -2.8% |
| 3M | +7.2% | +10.4% | -3.2% | +2.6% |
| 6M | +16.2% | +8.2% | +8.0% | +11.7% |
| YTD | +37.5% | +6.0% | +31.5% | +32.7% |
| 1Y | +53.2% | +3.3% | +49.9% | +49.5% |
| All | +72.1% | +72.5% | -0.4% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling