+66.2%
CSX vs BTDR
+23.8%
+42.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.9% | -3.1% | +0.8% |
| 7D | -3.4% | +20.0% | -23.3% | -3.8% |
| 30D | -3.1% | +11.9% | -15.0% | -3.5% |
| 3M | +7.2% | -36.9% | +44.1% | +8.0% |
| 6M | +16.2% | +56.5% | -40.3% | +14.0% |
| YTD | +37.5% | +10.4% | +27.1% | +35.8% |
| 1Y | +53.2% | +3.1% | +50.1% | +50.9% |
| 3Y | +68.2% | -2.6% | +70.8% | +59.8% |
| 5Y | +65.2% | +25.2% | +40.1% | +54.6% |
| All | +66.2% | +23.8% | +42.4% | +54.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling