+418.4%
CSX vs BX
+648.5%
-230.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.8% | +3.8% | +2.0% |
| 7D | +3.1% | -1.1% | +4.2% | +3.5% |
| 30D | +9.7% | +8.8% | +0.9% | +6.2% |
| 3M | +4.9% | -18.3% | +23.2% | +12.2% |
| 6M | +18.4% | -1.5% | +19.9% | +17.3% |
| YTD | +45.9% | -19.9% | +65.8% | +54.3% |
| 1Y | +50.0% | -14.5% | +64.5% | +54.5% |
| 3Y | +78.0% | +32.3% | +45.7% | +47.7% |
| 5Y | +59.2% | -1.1% | +60.3% | +40.4% |
| All | +418.4% | +648.5% | -230.2% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BX.
Daily Out/Under-Performance
Portfolio return minus BX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BX 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 BX 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