+53.0%
CSX vs BTG
+29.7%
+23.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.7% |
| 7D | +0.6% | +4.8% | -4.2% | +0.3% |
| 30D | -2.3% | +8.3% | -10.6% | -2.7% |
| 3M | +4.3% | +32.3% | -28.0% | +2.6% |
| 6M | +23.4% | +3.0% | +20.4% | +22.9% |
| YTD | +36.4% | +21.9% | +14.5% | +34.1% |
| 1Y | +53.0% | +28.2% | +24.9% | +47.8% |
| All | +53.0% | +29.7% | +23.4% | +47.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling