-3.4%
BAC vs CSX
+45.3%
-48.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.8% | -0.5% | +1.6% |
| 7D | +2.0% | -2.2% | +4.2% | +2.5% |
| 30D | -6.9% | +6.8% | -13.8% | -8.1% |
| 3M | -19.6% | +0.7% | -20.3% | -19.6% |
| 6M | -0.5% | +13.3% | -13.7% | -4.2% |
| YTD | -6.6% | +40.5% | -47.1% | -17.4% |
| All | -3.4% | +45.3% | -48.6% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling