-4.6%
BA vs CSX
+68.2%
-72.9%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | 0.0% | +0.6% |
| 7D | +1.2% | -3.4% | +4.5% | +2.1% |
| 30D | -11.6% | -3.1% | -8.6% | -10.9% |
| 3M | -2.4% | +7.2% | -9.5% | -4.7% |
| 6M | -6.6% | +16.2% | -22.8% | -11.4% |
| YTD | -2.2% | +37.5% | -39.8% | -12.0% |
| 1Y | -8.0% | +53.2% | -61.2% | -20.3% |
| All | -4.6% | +68.2% | -72.9% | -25.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling