+74.7%
CSX vs BTG
+105.8%
-31.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +0.9% |
| 7D | -3.4% | -0.9% | -2.5% | -3.4% |
| 30D | -3.1% | +36.8% | -39.9% | -4.8% |
| 3M | +7.2% | +23.1% | -15.9% | +5.8% |
| 6M | +16.2% | +3.5% | +12.7% | +15.5% |
| YTD | +37.5% | +25.5% | +12.1% | +35.1% |
| 1Y | +53.2% | +40.1% | +13.1% | +49.3% |
| All | +74.7% | +105.8% | -31.0% | +62.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling