+414.9%
CSX vs BTG
+164.8%
+250.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | +6.0% | -9.1% | +15.0% | +6.6% |
| 30D | +7.8% | -1.6% | +9.4% | +7.7% |
| 3M | +4.1% | -2.8% | +6.9% | +4.0% |
| 6M | +17.9% | -7.6% | +25.5% | +17.9% |
| YTD | +44.9% | +10.2% | +34.7% | +42.1% |
| 1Y | +51.1% | +21.3% | +29.9% | +47.1% |
| 3Y | +78.3% | +82.7% | -4.4% | +65.4% |
| 5Y | +58.1% | +30.8% | +27.3% | +48.6% |
| All | +414.9% | +164.8% | +250.1% | +385.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 BTG 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