+47.3%
CSX vs BN
-7.9%
+55.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.5% |
| 7D | +0.7% | +4.3% | -3.6% | -0.4% |
| 30D | +8.1% | +14.3% | -6.2% | +4.5% |
| 3M | +2.2% | -4.1% | +6.3% | +3.1% |
| 6M | +14.6% | -9.7% | +24.3% | +17.5% |
| YTD | +42.2% | -7.1% | +49.3% | +41.9% |
| 1Y | +47.3% | -7.4% | +54.7% | +47.0% |
| All | +47.3% | -7.9% | +55.2% | +47.0% |
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