+48.2%
CSX vs BR
+19.3%
+28.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.5% | -2.8% |
| 7D | -5.5% | +6.5% | -12.0% | -7.5% |
| 30D | +4.9% | +18.9% | -14.0% | -1.0% |
| 3M | -2.9% | +16.3% | -19.1% | -8.0% |
| 6M | +8.3% | +26.2% | -17.9% | -0.9% |
| YTD | +36.7% | -13.1% | +49.8% | +45.3% |
| 1Y | +41.5% | -10.5% | +52.0% | +48.1% |
| 3Y | +68.6% | +13.3% | +55.3% | +56.0% |
| All | +48.2% | +19.3% | +28.9% | +28.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling