+78.3%
CSX vs BP
+49.8%
+28.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.0% | +2.6% | +3.3% | +5.6% |
| 30D | +7.8% | -6.4% | +14.2% | +8.7% |
| 3M | +4.1% | +8.0% | -3.9% | +2.7% |
| 6M | +17.9% | +6.0% | +11.9% | +16.5% |
| YTD | +44.9% | +36.5% | +8.4% | +34.5% |
| 1Y | +51.1% | +31.7% | +19.5% | +41.4% |
| 3Y | +78.3% | +48.6% | +29.7% | +60.0% |
| All | +78.3% | +49.8% | +28.4% | +60.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling