+48.2%
CSX vs BAH
+8.3%
+39.9%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.4% | +1.1% | -2.7% |
| 7D | -5.5% | -3.5% | -2.0% | -5.0% |
| 30D | +4.9% | +24.3% | -19.3% | +1.9% |
| 3M | -2.9% | +16.3% | -19.2% | -5.0% |
| 6M | +8.3% | +13.6% | -5.2% | +6.0% |
| YTD | +36.7% | +3.5% | +33.2% | +34.5% |
| 1Y | +41.5% | +2.7% | +38.8% | +39.2% |
| 3Y | +68.6% | -26.6% | +95.2% | +69.3% |
| All | +48.2% | +8.3% | +39.9% | +32.6% |
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