+64.8%
CSX vs BTDR
+26.7%
+38.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.3% | -3.2% | -0.9% |
| 7D | +0.6% | +22.4% | -21.8% | +0.1% |
| 30D | -2.3% | +16.5% | -18.7% | -2.7% |
| 3M | +4.3% | -31.5% | +35.8% | +4.9% |
| 6M | +23.4% | +74.0% | -50.7% | +20.8% |
| YTD | +36.4% | +13.0% | +23.4% | +34.6% |
| 1Y | +53.0% | -0.2% | +53.3% | +50.8% |
| 3Y | +70.6% | +9.9% | +60.7% | +62.1% |
| 5Y | +65.5% | +28.1% | +37.4% | +54.7% |
| All | +64.8% | +26.7% | +38.1% | +53.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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