+74.7%
CSX vs BNS
+130.6%
-55.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.2% |
| 7D | -3.4% | +1.5% | -4.9% | -3.8% |
| 30D | -3.1% | +6.0% | -9.0% | -4.9% |
| 3M | +7.2% | +16.3% | -9.2% | +1.6% |
| 6M | +16.2% | +28.8% | -12.6% | +6.0% |
| YTD | +37.5% | +30.0% | +7.6% | +25.0% |
| 1Y | +53.2% | +50.7% | +2.5% | +32.7% |
| All | +74.7% | +130.6% | -55.9% | +29.6% |
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