+3,546.2%
CSX vs BLK
+14,777.2%
-11,231.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.3% | +1.5% |
| 7D | -0.3% | +0.2% | -0.4% | -0.4% |
| 30D | +8.7% | +13.1% | -4.4% | +2.6% |
| 3M | +4.2% | +7.3% | -3.1% | +0.6% |
| 6M | +16.7% | +14.6% | +2.0% | +8.4% |
| YTD | +44.5% | +16.5% | +28.0% | +32.3% |
| 1Y | +50.3% | +15.4% | +34.9% | +38.2% |
| 3Y | +76.3% | +97.2% | -20.8% | +25.1% |
| 5Y | +58.1% | +43.4% | +14.8% | +27.1% |
| 10Y | +416.4% | +322.5% | +93.9% | +153.5% |
| All | +3,546.2% | +14,777.2% | -11,231.0% | +536.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling