+418.4%
CSX vs BWA
+94.6%
+323.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.1% |
| 7D | +3.1% | +7.3% | -4.2% | +0.7% |
| 30D | +9.7% | -15.8% | +25.5% | +15.7% |
| 3M | +4.9% | -25.7% | +30.7% | +14.8% |
| 6M | +18.4% | -19.6% | +38.0% | +24.9% |
| YTD | +45.9% | +14.1% | +31.8% | +33.8% |
| 1Y | +50.0% | +12.2% | +37.8% | +38.2% |
| 3Y | +78.0% | +63.8% | +14.2% | +38.9% |
| 5Y | +59.2% | +28.7% | +30.4% | +30.9% |
| All | +418.4% | +94.6% | +323.8% | +231.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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