+482.4%
CSX vs BR
+183.7%
+298.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.5% | +1.6% | +0.3% |
| 7D | +0.6% | -5.9% | +6.6% | +3.4% |
| 30D | -2.3% | +1.9% | -4.2% | -3.3% |
| 3M | +4.3% | +14.7% | -10.4% | -2.9% |
| 6M | +23.4% | -12.8% | +36.1% | +30.1% |
| YTD | +36.4% | -23.0% | +59.4% | +52.2% |
| 1Y | +53.0% | -31.7% | +84.7% | +81.6% |
| 3Y | +70.6% | -4.8% | +75.4% | +67.6% |
| 5Y | +65.5% | +7.8% | +57.6% | +48.5% |
| 10Y | +482.4% | +184.1% | +298.3% | +280.1% |
| All | +482.4% | +183.7% | +298.6% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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