+48.2%
CSX vs BN
+29.3%
+18.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.0% |
| 7D | -5.5% | +5.3% | -10.9% | -7.4% |
| 30D | +4.9% | +11.9% | -7.0% | +0.6% |
| 3M | -2.9% | -5.7% | +2.9% | -0.9% |
| 6M | +8.3% | -10.6% | +19.0% | +12.4% |
| YTD | +36.7% | -9.4% | +46.1% | +40.0% |
| 1Y | +41.5% | -8.8% | +50.3% | +44.4% |
| 3Y | +68.6% | +95.6% | -27.0% | +23.8% |
| All | +48.2% | +29.3% | +18.9% | +26.3% |
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