+79.5%
CSX vs BTDR
+54.4%
+25.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -12.8% | +13.8% | +1.4% |
| 7D | +3.1% | +15.4% | -12.4% | +2.5% |
| 30D | +9.7% | -33.4% | +43.2% | +10.8% |
| 3M | +4.9% | -32.0% | +37.0% | +5.7% |
| 6M | +18.4% | -52.2% | +70.6% | +19.8% |
| YTD | +45.9% | -45.3% | +91.2% | +46.0% |
| 1Y | +50.0% | -56.0% | +106.0% | +50.9% |
| All | +79.5% | +54.4% | +25.1% | +64.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling