+504.6%
CSX vs BAH
+185.2%
+319.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.2% |
| 7D | -3.4% | -3.2% | -0.1% | -2.6% |
| 30D | -3.1% | +2.0% | -5.1% | -3.7% |
| 3M | +7.2% | -7.6% | +14.8% | +8.8% |
| 6M | +16.2% | -5.7% | +21.8% | +16.6% |
| YTD | +37.5% | -11.7% | +49.3% | +39.0% |
| 1Y | +53.2% | -27.4% | +80.6% | +63.2% |
| 3Y | +68.2% | -32.5% | +100.8% | +73.4% |
| 5Y | +65.2% | -3.3% | +68.6% | +44.0% |
| All | +504.6% | +185.2% | +319.4% | +252.0% |
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