+53.6%
CSX vs BAH
+12.6%
+41.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.5% |
| 7D | -2.7% | +6.0% | -8.7% | -3.5% |
| 30D | +7.0% | +31.1% | -24.1% | +3.1% |
| 3M | -0.3% | +25.2% | -25.4% | -3.5% |
| 6M | +13.5% | +18.9% | -5.4% | +10.4% |
| YTD | +41.5% | +8.3% | +33.2% | +38.3% |
| 1Y | +45.8% | +6.2% | +39.6% | +42.8% |
| 3Y | +74.4% | -22.8% | +97.1% | +73.7% |
| 5Y | +53.6% | +13.6% | +40.0% | +35.8% |
| All | +53.6% | +12.6% | +41.0% | +35.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling