+4,258.7%
CSX vs BWA
+2,496.1%
+1,762.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.7% | -6.1% | -4.4% |
| 7D | -5.5% | -5.5% | -0.1% | -3.6% |
| 30D | +4.9% | -21.7% | +26.7% | +14.8% |
| 3M | -2.9% | -25.6% | +22.8% | +7.8% |
| 6M | +8.3% | -17.4% | +25.8% | +14.2% |
| YTD | +36.7% | +9.2% | +27.5% | +26.7% |
| 1Y | +41.5% | +9.7% | +31.8% | +30.6% |
| 3Y | +68.6% | +54.6% | +14.0% | +31.9% |
| 5Y | +48.4% | +26.8% | +21.7% | +20.5% |
| 10Y | +446.6% | +89.0% | +357.6% | +247.7% |
| All | +4,258.7% | +2,496.1% | +1,762.6% | +1,022.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling