+412.6%
CSX vs BTI
+114.6%
+298.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.3% | +4.1% | +3.2% |
| 7D | -2.2% | -2.9% | +0.7% | -1.2% |
| 30D | +6.8% | +8.3% | -1.5% | +4.1% |
| 3M | +0.7% | +2.9% | -2.2% | -0.4% |
| 6M | +13.3% | +6.2% | +7.1% | +10.3% |
| YTD | +40.5% | +10.9% | +29.6% | +34.5% |
| 1Y | +44.7% | +16.6% | +28.1% | +36.1% |
| 3Y | +74.5% | +142.2% | -67.7% | +23.3% |
| 5Y | +52.0% | +151.3% | -99.3% | +4.0% |
| 10Y | +412.6% | +113.9% | +298.8% | +222.3% |
| All | +412.6% | +114.6% | +298.1% | +222.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTI.
Daily Out/Under-Performance
Portfolio return minus BTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTI 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 BTI 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