+69.3%
CSX vs BNY
+287.1%
-217.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.4% |
| 7D | +0.6% | +1.5% | -0.8% | 0.0% |
| 30D | -2.3% | +3.3% | -5.6% | -3.6% |
| 3M | +4.3% | +15.3% | -11.0% | -2.0% |
| 6M | +23.4% | +42.5% | -19.1% | +5.8% |
| YTD | +36.4% | +42.0% | -5.6% | +16.5% |
| 1Y | +53.0% | +59.3% | -6.2% | +23.9% |
| All | +69.3% | +287.1% | -217.8% | -2.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling