+67.8%
CSX vs BX
+26.0%
+41.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | -3.4% | -4.4% | +1.0% | -2.3% |
| 30D | -3.1% | +0.1% | -3.2% | -3.2% |
| 3M | +7.2% | +16.0% | -8.8% | +2.8% |
| 6M | +16.2% | +21.6% | -5.4% | +9.4% |
| YTD | +37.5% | -8.9% | +46.4% | +39.2% |
| 1Y | +53.2% | -16.6% | +69.8% | +58.5% |
| 3Y | +68.2% | +43.3% | +24.9% | +47.4% |
| All | +67.8% | +26.0% | +41.8% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling