+58.3%
CSX vs BAH
+6.1%
+52.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | +6.0% | +1.7% | +4.3% | +5.7% |
| 30D | +7.8% | +20.8% | -13.0% | +5.1% |
| 3M | +4.1% | +11.6% | -7.5% | +2.4% |
| 6M | +17.9% | +23.1% | -5.2% | +14.1% |
| YTD | +44.9% | +5.3% | +39.6% | +42.2% |
| 1Y | +51.1% | +6.1% | +45.0% | +47.9% |
| 3Y | +78.3% | -27.5% | +105.8% | +80.1% |
| All | +58.3% | +6.1% | +52.1% | +42.1% |
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