+48.2%
CSX vs BTG
+47.1%
+1.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.5% | -5.8% | -3.6% |
| 7D | -5.5% | +17.4% | -22.9% | -6.9% |
| 30D | +4.9% | +8.0% | -3.1% | +4.0% |
| 3M | -2.9% | +32.5% | -35.4% | -5.8% |
| 6M | +8.3% | +21.6% | -13.2% | +5.4% |
| YTD | +36.7% | +21.2% | +15.5% | +32.1% |
| 1Y | +41.5% | +43.9% | -2.4% | +34.1% |
| 3Y | +68.6% | +78.6% | -10.0% | +51.8% |
| All | +48.2% | +47.1% | +1.1% | +33.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling