+68.6%
CSX vs BNS
+141.7%
-73.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -5.5% | -2.2% | -3.3% | -4.9% |
| 30D | +4.9% | +5.1% | -0.2% | +3.4% |
| 3M | -2.9% | +4.7% | -7.6% | -4.4% |
| 6M | +8.3% | +19.0% | -10.7% | +1.7% |
| YTD | +36.7% | +28.2% | +8.6% | +24.7% |
| 1Y | +41.5% | +43.4% | -1.9% | +24.4% |
| 3Y | +68.6% | +143.1% | -74.5% | +27.0% |
| All | +68.6% | +141.7% | -73.1% | +27.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 3y: compounded portfolio wealth divided by compounded BNS 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…
3y analysis · Full analysis span regression · 6 months rolling