+53.0%
CSX vs BP
+38.1%
+14.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.4% | -3.3% | -0.8% |
| 7D | +0.6% | +0.9% | -0.3% | +0.6% |
| 30D | -2.3% | +9.1% | -11.4% | -2.2% |
| 3M | +4.3% | +3.9% | +0.4% | +4.3% |
| 6M | +23.4% | +13.6% | +9.7% | +22.3% |
| YTD | +36.4% | +34.0% | +2.4% | +32.9% |
| 1Y | +53.0% | +39.2% | +13.9% | +50.8% |
| All | +53.0% | +38.1% | +14.9% | +50.8% |
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