+67.8%
CSX vs BWA
+91.4%
-23.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.9% | +0.2% |
| 7D | -3.4% | +5.7% | -9.0% | -4.6% |
| 30D | -3.1% | +1.4% | -4.5% | -3.5% |
| 3M | +7.2% | -12.1% | +19.3% | +10.1% |
| 6M | +16.2% | +28.6% | -12.4% | +8.0% |
| YTD | +37.5% | +51.1% | -13.5% | +21.0% |
| 1Y | +53.2% | +55.9% | -2.6% | +33.3% |
| 3Y | +68.2% | +70.1% | -1.9% | +39.1% |
| All | +67.8% | +91.4% | -23.6% | +27.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling