+416.4%
CSX vs BAH
+211.3%
+205.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.8% |
| 7D | -0.3% | -1.6% | +1.3% | +0.1% |
| 30D | +8.7% | +18.0% | -9.3% | +4.2% |
| 3M | +4.2% | +11.4% | -7.2% | +1.1% |
| 6M | +16.7% | +17.7% | -1.0% | +10.9% |
| YTD | +44.5% | +5.4% | +39.1% | +39.3% |
| 1Y | +50.3% | +2.8% | +47.5% | +45.7% |
| 3Y | +76.3% | -26.7% | +103.0% | +80.1% |
| 5Y | +58.1% | +8.1% | +50.1% | +35.6% |
| 10Y | +416.4% | +202.5% | +213.9% | +223.5% |
| All | +416.4% | +211.3% | +205.1% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 10y: compounded portfolio wealth divided by compounded BAH 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…
10y analysis · Full analysis span regression · 6 months rolling