+482.4%
CSX vs BTG
+139.8%
+342.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.6% |
| 7D | +0.6% | +4.8% | -4.2% | +0.3% |
| 30D | -2.3% | +8.3% | -10.6% | -2.9% |
| 3M | +4.3% | +32.3% | -28.0% | +1.8% |
| 6M | +23.4% | +3.0% | +20.4% | +22.3% |
| YTD | +36.4% | +21.9% | +14.5% | +33.1% |
| 1Y | +53.0% | +28.2% | +24.9% | +48.3% |
| 3Y | +70.6% | +99.9% | -29.3% | +57.5% |
| 5Y | +65.5% | +73.6% | -8.1% | +53.1% |
| 10Y | +482.4% | +136.5% | +345.8% | +441.4% |
| All | +482.4% | +139.8% | +342.5% | +441.4% |
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