+74.5%
CSX vs BAM
+84.2%
-9.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.0% | +0.7% | -1.5% |
| 7D | -2.7% | +7.9% | -10.6% | -4.7% |
| 30D | +7.0% | +16.0% | -9.0% | +2.8% |
| 3M | -0.3% | +0.6% | -0.9% | -0.8% |
| 6M | +13.5% | +10.5% | +3.0% | +9.9% |
| YTD | +41.5% | +3.2% | +38.3% | +38.8% |
| 1Y | +45.8% | +1.0% | +44.7% | +43.8% |
| All | +74.5% | +84.2% | -9.7% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling