+18.0%
BAC vs CSX
+47.4%
-29.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.4% | +2.7% | +1.0% |
| 7D | -1.2% | -5.5% | +4.3% | +1.7% |
| 30D | -7.7% | +4.9% | -12.6% | -10.1% |
| 3M | -21.2% | -2.9% | -18.3% | -20.2% |
| 6M | -6.8% | +8.3% | -15.2% | -11.6% |
| YTD | -8.7% | +36.7% | -45.4% | -24.4% |
| 1Y | -5.3% | +41.5% | -46.8% | -23.1% |
| 3Y | +87.4% | +68.6% | +18.8% | +34.7% |
| All | +18.0% | +47.4% | -29.4% | -13.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling