+1,462.0%
BA vs CSX
+10,514.4%
-9,052.4%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.3% | -0.2% | -1.5% |
| 7D | -0.1% | -2.7% | +2.6% | +1.1% |
| 30D | -9.1% | +7.0% | -16.1% | -12.0% |
| 3M | -28.2% | -0.3% | -27.9% | -28.4% |
| 6M | -23.1% | +13.5% | -36.7% | -27.9% |
| YTD | -20.6% | +41.5% | -62.1% | -32.4% |
| 1Y | -12.7% | +45.8% | -58.5% | -26.7% |
| 3Y | -11.6% | +74.4% | -85.9% | -32.5% |
| 5Y | -23.1% | +53.6% | -76.8% | -38.4% |
| 10Y | +34.4% | +465.6% | -431.3% | -34.6% |
| All | +1,462.0% | +10,514.4% | -9,052.4% | +141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling