+50.0%
CSX vs BN
-9.6%
+59.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | +3.1% | -0.3% | +3.4% | +3.1% |
| 30D | +9.7% | +13.6% | -3.8% | +6.3% |
| 3M | +4.9% | -6.7% | +11.6% | +6.5% |
| 6M | +18.4% | -9.0% | +27.3% | +21.0% |
| YTD | +45.9% | -8.8% | +54.7% | +46.2% |
| 1Y | +50.0% | -10.6% | +60.6% | +51.4% |
| All | +50.0% | -9.6% | +59.6% | +51.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling