+263.2%
BAC vs CSX
+440.0%
-176.8%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +1.3% |
| 7D | -1.2% | -5.5% | +4.3% | +2.2% |
| 30D | -7.7% | +4.9% | -12.6% | -10.5% |
| 3M | -21.2% | -2.9% | -18.3% | -20.2% |
| 6M | -6.8% | +8.3% | -15.2% | -12.2% |
| YTD | -8.7% | +36.7% | -45.4% | -26.0% |
| 1Y | -5.3% | +41.5% | -46.8% | -24.8% |
| 3Y | +87.4% | +68.6% | +18.8% | +31.1% |
| 5Y | +18.9% | +48.4% | -29.5% | -11.9% |
| All | +263.2% | +440.0% | -176.8% | +50.3% |
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