+3,724.6%
CSX vs BNS
+1,492.9%
+2,231.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.0% | +1.6% |
| 7D | -3.4% | +1.5% | -4.9% | -4.4% |
| 30D | -3.1% | +6.0% | -9.0% | -6.9% |
| 3M | +7.2% | +16.3% | -9.2% | -3.5% |
| 6M | +16.2% | +28.8% | -12.6% | -2.2% |
| YTD | +37.5% | +30.0% | +7.6% | +14.9% |
| 1Y | +53.2% | +50.7% | +2.5% | +16.2% |
| 3Y | +68.2% | +125.4% | -57.1% | -4.0% |
| 5Y | +65.2% | +94.2% | -29.0% | +2.6% |
| 10Y | +504.1% | +182.8% | +321.3% | +185.8% |
| All | +3,724.6% | +1,492.9% | +2,231.7% | +592.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling