+68.6%
CSX vs BX
+31.0%
+37.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.3% | -3.1% | -3.3% |
| 7D | -5.5% | +1.8% | -7.3% | -5.9% |
| 30D | +4.9% | +7.9% | -2.9% | +3.0% |
| 3M | -2.9% | -9.6% | +6.7% | -1.0% |
| 6M | +8.3% | -2.3% | +10.6% | +8.0% |
| YTD | +36.7% | -19.3% | +56.0% | +42.7% |
| 1Y | +41.5% | -13.2% | +54.7% | +44.4% |
| 3Y | +68.6% | +33.8% | +34.8% | +49.1% |
| All | +68.6% | +31.0% | +37.6% | +49.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling