+47.1%
CSX vs BP
+35.3%
+11.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -4.2% | +6.8% | +2.7% |
| 7D | +0.1% | -8.4% | +8.5% | +0.2% |
| 30D | +9.7% | +2.2% | +7.5% | +9.6% |
| 3M | +2.3% | +8.8% | -6.5% | +2.2% |
| 6M | +17.1% | -0.5% | +17.6% | +17.0% |
| YTD | +44.9% | +36.2% | +8.7% | +37.7% |
| 1Y | +47.1% | +36.6% | +10.5% | +39.1% |
| All | +47.1% | +35.3% | +11.8% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling