+504.6%
CSX vs BP
+123.0%
+381.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.3% | +0.7% |
| 7D | -3.4% | +3.9% | -7.3% | -4.7% |
| 30D | -3.1% | +7.6% | -10.7% | -5.7% |
| 3M | +7.2% | +0.7% | +6.5% | +6.3% |
| 6M | +16.2% | +15.5% | +0.7% | +8.8% |
| YTD | +37.5% | +30.8% | +6.7% | +22.7% |
| 1Y | +53.2% | +34.3% | +18.9% | +34.7% |
| 3Y | +68.2% | +35.1% | +33.2% | +44.6% |
| 5Y | +65.2% | +126.8% | -61.6% | +9.8% |
| All | +504.6% | +123.0% | +381.5% | +296.6% |
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