+504.6%
CSX vs BUD
-23.0%
+527.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -3.1% | -5.7% | +2.6% | -1.2% |
| 3M | +7.2% | +3.1% | +4.1% | +5.7% |
| 6M | +16.2% | +7.9% | +8.3% | +12.6% |
| YTD | +37.5% | +27.3% | +10.2% | +25.9% |
| 1Y | +53.2% | +37.8% | +15.4% | +36.2% |
| 3Y | +68.2% | +49.8% | +18.4% | +41.8% |
| 5Y | +65.2% | +43.8% | +21.4% | +38.5% |
| All | +504.6% | -23.0% | +527.6% | +446.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 10y: compounded portfolio wealth divided by compounded BUD 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…
10y analysis · Full analysis span regression · 6 months rolling