+10,056.0%
CSX vs BP
+1,356.5%
+8,699.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.0% | -0.3% | -1.6% |
| 7D | -2.7% | -11.2% | +8.5% | +1.7% |
| 30D | +7.0% | -0.7% | +7.7% | +6.9% |
| 3M | -0.3% | +9.8% | -10.1% | -4.5% |
| 6M | +13.5% | -1.6% | +15.1% | +12.7% |
| YTD | +41.5% | +33.5% | +8.0% | +23.5% |
| 1Y | +45.8% | +31.7% | +14.0% | +27.6% |
| 3Y | +74.4% | +45.1% | +29.2% | +43.6% |
| 5Y | +53.6% | +105.9% | -52.3% | +5.6% |
| 10Y | +465.6% | +134.4% | +331.2% | +245.6% |
| All | +10,056.0% | +1,356.5% | +8,699.5% | +3,588.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling