+412.6%
CSX vs BAH
+218.8%
+193.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.4% |
| 7D | -2.2% | -1.5% | -0.7% | -1.8% |
| 30D | +6.8% | +17.3% | -10.4% | +2.6% |
| 3M | +0.7% | +14.9% | -14.2% | -3.1% |
| 6M | +13.3% | +14.2% | -1.0% | +8.5% |
| YTD | +40.5% | +5.1% | +35.4% | +35.6% |
| 1Y | +44.7% | +2.1% | +42.6% | +40.5% |
| 3Y | +74.5% | -26.0% | +100.5% | +77.5% |
| 5Y | +52.0% | +9.0% | +43.0% | +29.9% |
| 10Y | +412.6% | +208.8% | +203.9% | +231.1% |
| All | +412.6% | +218.8% | +193.9% | +231.1% |
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