+214.5%
BAC vs CSX
+419.3%
-204.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.9% |
| 7D | +1.5% | +3.1% | -1.6% | -0.4% |
| 30D | -6.4% | +9.7% | -16.1% | -11.6% |
| 3M | -21.7% | +4.9% | -26.6% | -24.2% |
| 6M | +0.5% | +18.4% | -17.9% | -10.1% |
| YTD | -6.7% | +45.9% | -52.6% | -27.1% |
| 1Y | -4.7% | +50.0% | -54.6% | -26.8% |
| 3Y | +96.1% | +78.0% | +18.1% | +33.1% |
| 5Y | +21.7% | +59.2% | -37.5% | -13.3% |
| All | +214.5% | +419.3% | -204.8% | +39.9% |
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