+414.9%
CSX vs BNY
+321.7%
+93.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | +6.0% | +3.9% | +2.1% | +4.0% |
| 30D | +7.8% | +11.9% | -4.1% | +1.9% |
| 3M | +4.1% | -5.0% | +9.1% | +6.5% |
| 6M | +17.9% | +14.6% | +3.3% | +9.3% |
| YTD | +44.9% | +34.5% | +10.4% | +23.2% |
| 1Y | +51.1% | +40.6% | +10.5% | +25.5% |
| 3Y | +78.3% | +261.7% | -183.5% | -10.3% |
| 5Y | +58.1% | +192.3% | -134.2% | -13.5% |
| All | +414.9% | +321.7% | +93.2% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 10y: compounded portfolio wealth divided by compounded BNY 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…
10y analysis · Full analysis span regression · 6 months rolling