+409.0%
CSX vs BWA
+95.2%
+313.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.9% | +3.1% | +1.8% |
| 7D | +0.7% | -2.4% | +3.1% | +1.4% |
| 30D | +8.1% | -17.7% | +25.8% | +14.8% |
| 3M | +2.2% | -27.0% | +29.2% | +12.4% |
| 6M | +14.6% | -17.3% | +31.9% | +19.7% |
| YTD | +42.2% | +12.9% | +29.3% | +30.9% |
| 1Y | +47.3% | +12.9% | +34.4% | +35.4% |
| 3Y | +73.5% | +62.1% | +11.4% | +35.9% |
| 5Y | +54.1% | +30.7% | +23.4% | +25.9% |
| 10Y | +409.0% | +89.2% | +319.8% | +230.5% |
| All | +409.0% | +95.2% | +313.8% | +230.5% |
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