+1,388.4%
CSX vs BND
+76.8%
+1,311.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.8% | +0.9% |
| 7D | -3.4% | -0.1% | -3.2% | -3.4% |
| 30D | -3.1% | -0.4% | -2.7% | -3.2% |
| 3M | +7.2% | -0.6% | +7.8% | +6.9% |
| 6M | +16.2% | -1.4% | +17.6% | +15.5% |
| YTD | +37.5% | -0.2% | +37.8% | +37.4% |
| 1Y | +53.2% | +1.3% | +51.9% | +53.9% |
| 3Y | +68.2% | +13.2% | +55.1% | +76.5% |
| 5Y | +65.2% | -1.6% | +66.8% | +56.3% |
| 10Y | +504.1% | +15.5% | +488.7% | +570.2% |
| All | +1,388.4% | +76.8% | +1,311.6% | +2,021.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BND.
Daily Out/Under-Performance
Portfolio return minus BND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BND 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 BND 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