+1,072.4%
BAC vs CSX
+10,514.4%
-9,442.0%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -2.3% | -1.3% | -2.3% |
| 7D | -2.7% | -2.7% | 0.0% | -1.2% |
| 30D | -8.0% | +7.0% | -15.0% | -11.5% |
| 3M | -20.9% | -0.3% | -20.6% | -21.1% |
| 6M | -5.4% | +13.5% | -18.9% | -12.6% |
| YTD | -8.1% | +41.5% | -49.6% | -25.3% |
| 1Y | -3.1% | +45.8% | -48.9% | -22.6% |
| 3Y | +88.1% | +74.4% | +13.8% | +34.5% |
| 5Y | +19.7% | +53.6% | -33.9% | -9.5% |
| 10Y | +275.9% | +465.6% | -189.8% | +36.0% |
| All | +1,072.4% | +10,514.4% | -9,442.0% | +11.7% |
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 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