+23.4%
BA vs CSX
+419.3%
-395.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.3% |
| 7D | -0.6% | +3.1% | -3.6% | -2.5% |
| 30D | -8.0% | +9.7% | -17.7% | -13.6% |
| 3M | -25.8% | +4.9% | -30.7% | -28.5% |
| 6M | -27.6% | +18.4% | -45.9% | -35.9% |
| YTD | -21.0% | +45.9% | -66.9% | -39.1% |
| 1Y | -12.3% | +50.0% | -62.2% | -33.6% |
| 3Y | -12.8% | +78.0% | -90.8% | -43.4% |
| 5Y | -22.4% | +59.2% | -81.5% | -46.7% |
| All | +23.4% | +419.3% | -395.9% | -45.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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