+4,410.5%
CSX vs BWA
+2,428.1%
+1,982.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.7% | +3.4% | -0.2% |
| 7D | -2.7% | -10.8% | +8.1% | +1.6% |
| 30D | +7.0% | -25.0% | +32.0% | +19.1% |
| 3M | -0.3% | -28.6% | +28.3% | +12.5% |
| 6M | +13.5% | -16.6% | +30.1% | +19.2% |
| YTD | +41.5% | +6.3% | +35.2% | +32.6% |
| 1Y | +45.8% | +7.2% | +38.6% | +35.9% |
| 3Y | +74.4% | +48.2% | +26.2% | +38.8% |
| 5Y | +53.6% | +23.4% | +30.2% | +26.1% |
| 10Y | +465.6% | +84.0% | +381.6% | +263.7% |
| All | +4,410.5% | +2,428.1% | +1,982.4% | +1,074.2% |
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