+504.6%
CSX vs BWA
+151.8%
+352.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | 0.0% |
| 7D | -3.4% | +5.7% | -9.0% | -5.1% |
| 30D | -3.1% | +1.4% | -4.5% | -3.7% |
| 3M | +7.2% | -12.1% | +19.3% | +11.1% |
| 6M | +16.2% | +28.6% | -12.4% | +5.2% |
| YTD | +37.5% | +51.1% | -13.5% | +16.0% |
| 1Y | +53.2% | +55.9% | -2.6% | +27.3% |
| 3Y | +68.2% | +70.1% | -1.9% | +31.5% |
| 5Y | +65.2% | +90.7% | -25.5% | +19.0% |
| All | +504.6% | +151.8% | +352.8% | +265.4% |
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