+53.9%
CSX vs BTSG
+495.4%
-441.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.6% | +2.6% | +1.1% |
| 7D | +3.1% | +8.5% | -5.4% | +2.2% |
| 30D | +9.7% | +14.0% | -4.3% | +8.2% |
| 3M | +4.9% | +19.7% | -14.8% | +2.7% |
| 6M | +18.4% | +28.7% | -10.4% | +14.1% |
| YTD | +45.9% | +90.8% | -44.9% | +33.4% |
| 1Y | +50.0% | +112.4% | -62.4% | +35.2% |
| All | +53.9% | +495.4% | -441.5% | +19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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