+58.4%
CSX vs BAM
+86.2%
-27.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.6% |
| 7D | -5.5% | +9.7% | -15.2% | -7.7% |
| 30D | +4.9% | +19.0% | -14.1% | +0.5% |
| 3M | -2.9% | +0.6% | -3.4% | -3.2% |
| 6M | +8.3% | +11.1% | -2.7% | +5.0% |
| YTD | +36.7% | +4.2% | +32.6% | +34.0% |
| 1Y | +41.5% | +3.3% | +38.2% | +38.9% |
| 3Y | +68.6% | +88.8% | -20.1% | +43.3% |
| All | +58.4% | +86.2% | -27.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM 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 10y: compounded portfolio wealth divided by compounded BAM 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…
10y analysis · Full analysis span regression · 6 months rolling