+427.3%
CSX vs BP
+131.5%
+295.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.2% |
| 7D | -5.5% | -11.6% | +6.1% | -1.6% |
| 30D | +4.9% | 0.0% | +4.9% | +4.6% |
| 3M | -2.9% | +6.7% | -9.6% | -5.5% |
| 6M | +8.3% | +2.2% | +6.2% | +6.4% |
| YTD | +36.7% | +33.0% | +3.8% | +20.8% |
| 1Y | +41.5% | +30.7% | +10.8% | +25.6% |
| 3Y | +68.6% | +44.2% | +24.4% | +41.2% |
| 5Y | +48.4% | +105.1% | -56.7% | +3.2% |
| All | +427.3% | +131.5% | +295.8% | +241.6% |
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