+1,631.5%
CSX vs BUD
+201.1%
+1,430.4%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -0.9% |
| 3M | +7.2% | +3.1% | +4.1% | +5.4% |
| 6M | +16.2% | +7.9% | +8.3% | +11.9% |
| YTD | +37.5% | +27.3% | +10.2% | +23.6% |
| 1Y | +53.2% | +37.8% | +15.4% | +33.0% |
| 3Y | +68.2% | +49.8% | +18.4% | +37.1% |
| 5Y | +65.2% | +43.8% | +21.4% | +33.7% |
| 10Y | +504.1% | -22.6% | +526.8% | +500.8% |
| All | +1,631.5% | +201.1% | +1,430.4% | +640.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling