+20.6%
BAC vs CSX
+56.8%
-36.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.8% |
| 7D | -1.9% | -0.3% | -1.6% | -1.7% |
| 30D | -7.2% | +8.7% | -15.9% | -11.2% |
| 3M | -20.4% | +4.2% | -24.6% | -22.3% |
| 6M | +1.3% | +16.7% | -15.4% | -7.5% |
| YTD | -6.4% | +44.5% | -50.9% | -24.6% |
| 1Y | -3.5% | +50.3% | -53.8% | -24.1% |
| 3Y | +96.7% | +76.3% | +20.4% | +38.2% |
| 5Y | +20.6% | +58.1% | -37.5% | -14.9% |
| All | +20.6% | +56.8% | -36.3% | -14.9% |
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