+1,466.0%
CSX vs BR
+1,321.0%
+145.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.4% | +4.2% | +2.6% |
| 7D | -3.4% | -5.3% | +1.9% | -0.7% |
| 30D | -3.1% | +6.4% | -9.5% | -6.4% |
| 3M | +7.2% | +13.6% | -6.5% | -0.7% |
| 6M | +16.2% | -6.7% | +22.9% | +18.1% |
| YTD | +37.5% | -21.1% | +58.6% | +51.9% |
| 1Y | +53.2% | -29.6% | +82.8% | +79.8% |
| 3Y | +68.2% | -2.4% | +70.6% | +62.7% |
| 5Y | +65.2% | +11.2% | +54.0% | +45.1% |
| 10Y | +504.1% | +191.8% | +312.4% | +197.9% |
| All | +1,466.0% | +1,321.0% | +145.0% | +210.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling