+68.6%
CSX vs BTI
+139.2%
-70.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.8% |
| 7D | -5.5% | -1.0% | -4.5% | -5.3% |
| 30D | +4.9% | +13.0% | -8.0% | +3.3% |
| 3M | -2.9% | +3.7% | -6.5% | -3.3% |
| 6M | +8.3% | +3.7% | +4.7% | +7.6% |
| YTD | +36.7% | +10.6% | +26.1% | +34.8% |
| 1Y | +41.5% | +17.1% | +24.4% | +38.9% |
| 3Y | +68.6% | +140.2% | -71.6% | +51.2% |
| All | +68.6% | +139.2% | -70.6% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling