+488.5%
CSX vs BNY
+416.1%
+72.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.3% | +1.4% |
| 7D | +0.1% | -1.1% | +1.2% | +0.6% |
| 30D | -1.5% | +1.4% | -2.9% | -2.3% |
| 3M | +6.0% | +16.8% | -10.9% | -2.4% |
| 6M | +20.6% | +42.0% | -21.4% | +0.5% |
| YTD | +36.5% | +41.9% | -5.4% | +13.3% |
| 1Y | +55.0% | +59.2% | -4.2% | +21.2% |
| 3Y | +70.8% | +290.9% | -220.2% | -16.9% |
| 5Y | +69.6% | +259.0% | -189.5% | -16.5% |
| All | +488.5% | +416.1% | +72.5% | +149.8% |
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