+9,772.3%
CSX vs BN
+15,251.3%
-5,479.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.0% |
| 7D | -3.4% | -2.5% | -0.9% | -2.3% |
| 30D | -3.1% | -9.5% | +6.4% | +1.0% |
| 3M | +7.2% | -10.4% | +17.6% | +11.9% |
| 6M | +16.2% | -6.4% | +22.5% | +18.6% |
| YTD | +37.5% | -11.9% | +49.4% | +43.3% |
| 1Y | +53.2% | -8.6% | +61.8% | +56.7% |
| 3Y | +68.2% | +77.6% | -9.3% | +25.5% |
| 5Y | +65.2% | +37.0% | +28.2% | +34.4% |
| 10Y | +504.1% | +266.4% | +237.7% | +218.6% |
| All | +9,772.3% | +15,251.3% | -5,479.1% | +2,163.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling