+874.5%
CSX vs BAH
+1,110.0%
-235.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.2% | -3.5% | -2.7% |
| 7D | -2.7% | +6.0% | -8.7% | -4.2% |
| 30D | +7.0% | +31.1% | -24.1% | -0.5% |
| 3M | -0.3% | +25.2% | -25.4% | -6.5% |
| 6M | +13.5% | +18.9% | -5.4% | +7.2% |
| YTD | +41.5% | +8.3% | +33.2% | +35.2% |
| 1Y | +45.8% | +6.2% | +39.6% | +39.7% |
| 3Y | +74.4% | -22.8% | +97.1% | +76.0% |
| 5Y | +53.6% | +13.6% | +40.0% | +33.4% |
| 10Y | +465.6% | +240.2% | +225.4% | +242.7% |
| All | +874.5% | +1,110.0% | -235.5% | +274.5% |
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