-22.1%
BA vs CSX
+47.4%
-69.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.9% |
| 7D | +1.1% | -5.5% | +6.6% | +3.5% |
| 30D | -7.9% | +4.9% | -12.9% | -10.2% |
| 3M | -25.3% | -2.9% | -22.5% | -24.7% |
| 6M | -24.6% | +8.3% | -32.9% | -28.2% |
| YTD | -20.1% | +36.7% | -56.9% | -32.2% |
| 1Y | -11.8% | +41.5% | -53.3% | -26.4% |
| 3Y | -10.1% | +68.6% | -78.8% | -35.2% |
| All | -22.1% | +47.4% | -69.5% | -43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling