+237.7%
BAC vs CSX
+416.0%
-178.3%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.4% |
| 7D | +2.1% | +0.7% | +1.3% | +1.6% |
| 30D | -6.7% | +8.1% | -14.8% | -11.1% |
| 3M | -20.2% | +2.2% | -22.4% | -21.6% |
| 6M | -0.2% | +14.6% | -14.8% | -9.0% |
| YTD | -6.4% | +42.2% | -48.6% | -25.7% |
| 1Y | -3.1% | +47.3% | -50.4% | -24.8% |
| 3Y | +96.7% | +73.5% | +23.2% | +35.5% |
| 5Y | +21.3% | +54.1% | -32.8% | -12.0% |
| 10Y | +237.7% | +409.0% | -171.3% | +52.3% |
| All | +237.7% | +416.0% | -178.3% | +52.3% |
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