+1,681.2%
CSX vs BUD
+219.3%
+1,462.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.2% | -3.1% |
| 7D | -2.7% | +7.1% | -9.8% | -5.4% |
| 30D | +7.0% | +12.7% | -5.7% | +1.9% |
| 3M | -0.3% | 0.0% | -0.3% | -0.6% |
| 6M | +13.5% | +7.6% | +6.0% | +9.6% |
| YTD | +41.5% | +35.0% | +6.5% | +24.0% |
| 1Y | +45.8% | +37.6% | +8.2% | +26.6% |
| 3Y | +74.4% | +51.5% | +22.9% | +41.6% |
| 5Y | +53.6% | +50.2% | +3.4% | +22.5% |
| 10Y | +465.6% | -7.2% | +472.8% | +414.9% |
| All | +1,681.2% | +219.3% | +1,462.0% | +642.0% |
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