+52.9%
CSX vs BTSG
+493.4%
-440.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +6.0% | +6.0% | -0.1% | +5.3% |
| 30D | +7.8% | +12.4% | -4.6% | +6.5% |
| 3M | +4.1% | +18.2% | -14.1% | +2.1% |
| 6M | +17.9% | +26.0% | -8.1% | +14.0% |
| YTD | +44.9% | +90.1% | -45.3% | +32.6% |
| 1Y | +51.1% | +124.3% | -73.1% | +35.4% |
| All | +52.9% | +493.4% | -440.6% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling