+847.3%
CSX vs BAH
+886.2%
-38.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.3% | +1.2% |
| 7D | -3.4% | -3.2% | -0.1% | -2.5% |
| 30D | -3.1% | +2.0% | -5.1% | -3.8% |
| 3M | +7.2% | -7.6% | +14.8% | +8.8% |
| 6M | +16.2% | -5.7% | +21.8% | +16.5% |
| YTD | +37.5% | -11.7% | +49.3% | +39.1% |
| 1Y | +53.2% | -27.4% | +80.6% | +63.1% |
| 3Y | +68.2% | -32.5% | +100.8% | +75.3% |
| 5Y | +65.2% | -3.3% | +68.6% | +49.3% |
| 10Y | +504.1% | +186.0% | +318.1% | +283.8% |
| All | +847.3% | +886.2% | -38.9% | +285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling