+418.4%
CSX vs BP
+141.7%
+276.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.3% | +0.5% |
| 7D | +3.1% | +2.5% | +0.6% | +2.2% |
| 30D | +9.7% | -5.6% | +15.3% | +11.6% |
| 3M | +4.9% | +8.0% | -3.1% | +1.6% |
| 6M | +18.4% | +5.7% | +12.7% | +14.9% |
| YTD | +45.9% | +36.8% | +9.0% | +27.6% |
| 1Y | +50.0% | +30.7% | +19.3% | +33.3% |
| 3Y | +78.0% | +51.6% | +26.4% | +46.4% |
| 5Y | +59.2% | +112.2% | -53.0% | +9.4% |
| All | +418.4% | +141.7% | +276.6% | +230.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling