+9,714.3%
CSX vs BTI
+6,777.2%
+2,937.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.5% | +0.1% | -2.5% |
| 7D | -5.5% | -1.0% | -4.5% | -5.3% |
| 30D | +4.9% | +13.0% | -8.0% | +2.0% |
| 3M | -2.9% | +5.3% | -8.2% | -4.1% |
| 6M | +8.3% | +5.3% | +3.0% | +6.6% |
| YTD | +36.7% | +12.4% | +24.4% | +32.3% |
| 1Y | +41.5% | +18.9% | +22.6% | +35.0% |
| 3Y | +68.6% | +144.0% | -75.4% | +33.9% |
| 5Y | +48.4% | +156.3% | -107.8% | +15.8% |
| 10Y | +446.6% | +115.3% | +331.3% | +333.8% |
| All | +9,714.3% | +6,777.2% | +2,937.1% | +4,369.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling