+53.0%
CSX vs BX
-18.3%
+71.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.6% | +0.8% | -0.6% |
| 7D | +0.6% | -2.0% | +2.6% | +0.9% |
| 30D | -2.3% | -2.3% | 0.0% | -2.0% |
| 3M | +4.3% | +18.5% | -14.2% | +1.8% |
| 6M | +23.4% | +23.7% | -0.4% | +18.2% |
| YTD | +36.4% | -10.4% | +46.8% | +40.1% |
| 1Y | +53.0% | -19.6% | +72.6% | +63.6% |
| All | +53.0% | -18.3% | +71.3% | +63.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling