+1,376.8%
BAC vs CSX
+10,217.9%
-8,841.1%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.5% |
| 7D | +1.1% | -3.4% | +4.5% | +3.0% |
| 30D | -0.4% | -3.1% | +2.7% | +1.2% |
| 3M | +16.9% | +7.2% | +9.7% | +12.0% |
| 6M | +26.6% | +16.2% | +10.4% | +15.3% |
| YTD | +15.8% | +37.5% | -21.8% | -4.2% |
| 1Y | +27.2% | +53.2% | -26.1% | -1.1% |
| 3Y | +132.4% | +68.2% | +64.2% | +69.9% |
| 5Y | +72.6% | +65.2% | +7.3% | +25.5% |
| 10Y | +389.7% | +504.1% | -114.4% | +71.2% |
| All | +1,376.8% | +10,217.9% | -8,841.1% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling