-1.4%
BAC vs CSX
+49.3%
-50.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | +3.2% | +6.0% | -2.7% | +1.9% |
| 30D | -0.7% | +7.8% | -8.5% | -2.2% |
| 3M | -20.0% | +4.1% | -24.1% | -20.6% |
| 6M | +3.4% | +17.9% | -14.5% | -1.3% |
| YTD | -5.7% | +44.9% | -50.6% | -16.6% |
| 1Y | -1.4% | +51.1% | -52.6% | -15.6% |
| All | -1.4% | +49.3% | -50.7% | -15.6% |
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