+67.8%
CSX vs BN
+37.9%
+29.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -3.4% | -2.5% | -0.9% | -2.5% |
| 30D | -3.1% | -9.5% | +6.4% | +0.5% |
| 3M | +7.2% | -10.4% | +17.6% | +11.4% |
| 6M | +16.2% | -6.4% | +22.5% | +18.2% |
| YTD | +37.5% | -11.9% | +49.4% | +42.6% |
| 1Y | +53.2% | -8.6% | +61.8% | +56.1% |
| 3Y | +68.2% | +77.6% | -9.3% | +28.4% |
| All | +67.8% | +37.9% | +29.9% | +39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling