+1,320.7%
CSX vs BX
+844.7%
+476.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +3.8% | -1.0% | +1.5% |
| 7D | -2.2% | +3.3% | -5.5% | -3.3% |
| 30D | +6.8% | +9.6% | -2.8% | +3.3% |
| 3M | +0.7% | -8.7% | +9.4% | +3.3% |
| 6M | +13.3% | +2.2% | +11.0% | +11.0% |
| YTD | +40.5% | -16.2% | +56.7% | +45.7% |
| 1Y | +44.7% | -11.5% | +56.2% | +47.0% |
| 3Y | +74.5% | +41.0% | +33.5% | +45.9% |
| 5Y | +52.0% | +1.1% | +50.9% | +34.7% |
| 10Y | +412.6% | +710.1% | -297.5% | +112.7% |
| All | +1,320.7% | +844.7% | +476.0% | +332.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling