+427.3%
CSX vs BAH
+220.7%
+206.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.1% | -2.2% |
| 7D | -5.5% | -3.5% | -2.0% | -4.6% |
| 30D | +4.9% | +24.3% | -19.3% | -0.8% |
| 3M | -2.9% | +16.3% | -19.2% | -6.9% |
| 6M | +8.3% | +13.6% | -5.2% | +3.9% |
| YTD | +36.7% | +3.5% | +33.2% | +32.4% |
| 1Y | +41.5% | +2.7% | +38.8% | +37.0% |
| 3Y | +68.6% | -26.6% | +95.2% | +71.7% |
| 5Y | +48.4% | +8.5% | +39.9% | +26.5% |
| All | +427.3% | +220.7% | +206.6% | +212.9% |
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