+73.5%
BA vs CSX
+504.4%
-430.9%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.3% |
| 7D | +1.2% | -3.4% | +4.5% | +3.3% |
| 30D | -11.6% | -3.1% | -8.6% | -10.0% |
| 3M | -2.4% | +7.2% | -9.5% | -7.1% |
| 6M | -6.6% | +16.2% | -22.8% | -16.0% |
| YTD | -2.2% | +37.5% | -39.8% | -21.2% |
| 1Y | -8.0% | +53.2% | -61.2% | -31.2% |
| 3Y | -5.0% | +68.2% | -73.2% | -35.8% |
| 5Y | -2.7% | +65.2% | -67.9% | -34.9% |
| All | +73.5% | +504.4% | -430.9% | -27.3% |
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