+65.5%
CSX vs BLK
+33.5%
+32.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.9% | +1.1% | 0.0% |
| 7D | +0.6% | -2.4% | +3.0% | +1.6% |
| 30D | -2.3% | -3.1% | +0.9% | -1.0% |
| 3M | +4.3% | +10.7% | -6.4% | -0.9% |
| 6M | +23.4% | +15.9% | +7.5% | +14.3% |
| YTD | +36.4% | +4.0% | +32.4% | +32.1% |
| 1Y | +53.0% | +1.3% | +51.8% | +49.9% |
| 3Y | +70.6% | +69.6% | +1.1% | +29.0% |
| 5Y | +65.5% | +33.8% | +31.7% | +38.0% |
| All | +65.5% | +33.5% | +32.0% | +38.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling