+23.3%
BA vs CSX
+415.8%
-392.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.4% |
| 7D | -1.1% | +6.0% | -7.1% | -4.6% |
| 30D | -7.1% | +7.8% | -14.9% | -11.8% |
| 3M | -25.5% | +4.1% | -29.6% | -27.9% |
| 6M | -28.7% | +17.9% | -46.6% | -36.7% |
| YTD | -21.0% | +44.9% | -65.9% | -38.9% |
| 1Y | -11.9% | +51.1% | -63.0% | -33.7% |
| 3Y | -16.2% | +78.3% | -94.4% | -45.7% |
| 5Y | -22.4% | +58.1% | -80.5% | -46.5% |
| All | +23.3% | +415.8% | -392.5% | -45.1% |
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