+31.8%
BA vs CSX
+440.0%
-408.2%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +2.5% |
| 7D | +1.1% | -5.5% | +6.6% | +4.5% |
| 30D | -7.9% | +4.9% | -12.9% | -11.1% |
| 3M | -25.3% | -2.9% | -22.5% | -24.6% |
| 6M | -24.6% | +8.3% | -32.9% | -29.5% |
| YTD | -20.1% | +36.7% | -56.9% | -35.9% |
| 1Y | -11.8% | +41.5% | -53.3% | -30.8% |
| 3Y | -10.1% | +68.6% | -78.8% | -39.8% |
| 5Y | -22.7% | +48.4% | -71.2% | -44.6% |
| All | +31.8% | +440.0% | -408.2% | -41.4% |
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