+52.0%
CSX vs BAH
+9.2%
+42.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.5% |
| 7D | -2.2% | -1.5% | -0.7% | -2.0% |
| 30D | +6.8% | +17.3% | -10.4% | +4.5% |
| 3M | +0.7% | +14.9% | -14.2% | -1.3% |
| 6M | +13.3% | +14.2% | -1.0% | +10.8% |
| YTD | +40.5% | +5.1% | +35.4% | +37.9% |
| 1Y | +44.7% | +2.1% | +42.6% | +42.5% |
| 3Y | +74.5% | -26.0% | +100.5% | +75.2% |
| 5Y | +52.0% | +9.0% | +43.0% | +35.8% |
| All | +52.0% | +9.2% | +42.8% | +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