+68.6%
CSX vs BTDR
+47.8%
+20.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +13.3% | -16.6% | -3.8% |
| 7D | -5.5% | -10.4% | +4.8% | -5.3% |
| 30D | +4.9% | -42.2% | +47.1% | +6.6% |
| 3M | -2.9% | -42.8% | +40.0% | -1.6% |
| 6M | +8.3% | -60.2% | +68.5% | +10.5% |
| YTD | +36.7% | -46.3% | +83.1% | +37.0% |
| 1Y | +41.5% | -71.7% | +113.2% | +44.5% |
| 3Y | +68.6% | +54.6% | +14.0% | +51.8% |
| All | +68.6% | +47.8% | +20.8% | +51.8% |
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