+48.2%
CSX vs BNS
+76.9%
-28.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.3% | -3.3% |
| 7D | -5.5% | -2.2% | -3.3% | -4.6% |
| 30D | +4.9% | +5.1% | -0.2% | +2.6% |
| 3M | -2.9% | +4.7% | -7.6% | -5.2% |
| 6M | +8.3% | +19.0% | -10.7% | -0.8% |
| YTD | +36.7% | +28.2% | +8.6% | +20.6% |
| 1Y | +41.5% | +43.4% | -1.9% | +18.2% |
| 3Y | +68.6% | +143.1% | -74.5% | +6.0% |
| All | +48.2% | +76.9% | -28.7% | +10.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling