+59.2%
CSX vs BTI
+151.5%
-92.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | +3.1% | -3.2% | +6.3% | +3.9% |
| 30D | +9.7% | +9.7% | 0.0% | +7.6% |
| 3M | +4.9% | +11.1% | -6.1% | +2.5% |
| 6M | +18.4% | -1.2% | +19.6% | +18.4% |
| YTD | +45.9% | +12.7% | +33.2% | +41.4% |
| 1Y | +50.0% | +15.8% | +34.2% | +44.5% |
| 3Y | +78.0% | +148.9% | -70.9% | +38.6% |
| 5Y | +59.2% | +151.9% | -92.8% | +20.9% |
| All | +59.2% | +151.5% | -92.3% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling