+427.3%
CSX vs BN
+271.1%
+156.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -2.9% |
| 7D | -5.5% | +5.3% | -10.9% | -8.0% |
| 30D | +4.9% | +11.9% | -7.0% | -0.7% |
| 3M | -2.9% | -5.7% | +2.9% | -0.4% |
| 6M | +8.3% | -10.6% | +19.0% | +13.4% |
| YTD | +36.7% | -9.4% | +46.1% | +40.8% |
| 1Y | +41.5% | -8.8% | +50.3% | +45.0% |
| 3Y | +68.6% | +95.6% | -27.0% | +12.5% |
| 5Y | +48.4% | +30.2% | +18.3% | +19.7% |
| All | +427.3% | +271.1% | +156.2% | +160.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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