+53.2%
CSX vs BP
+34.1%
+19.1%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.9% |
| 7D | -3.4% | +3.9% | -7.3% | -3.4% |
| 30D | -3.1% | +7.6% | -10.7% | -3.1% |
| 3M | +7.2% | +0.7% | +6.5% | +7.1% |
| 6M | +16.2% | +15.5% | +0.7% | +14.6% |
| YTD | +37.5% | +30.8% | +6.7% | +33.8% |
| 1Y | +53.2% | +34.3% | +18.9% | +50.0% |
| All | +53.2% | +34.1% | +19.1% | +50.0% |
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