+412.6%
CSX vs BTG
+148.3%
+264.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.4% | +2.4% |
| 7D | -2.2% | +19.1% | -21.3% | -3.4% |
| 30D | +6.8% | +8.2% | -1.4% | +6.1% |
| 3M | +0.7% | +13.3% | -12.6% | -0.4% |
| 6M | +13.3% | +8.1% | +5.2% | +12.0% |
| YTD | +40.5% | +27.5% | +13.0% | +36.6% |
| 1Y | +44.7% | +47.1% | -2.4% | +39.0% |
| 3Y | +74.5% | +105.8% | -31.3% | +60.9% |
| 5Y | +52.0% | +55.8% | -3.8% | +41.4% |
| 10Y | +412.6% | +161.8% | +250.9% | +377.2% |
| All | +412.6% | +148.3% | +264.4% | +377.2% |
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