+59.4%
CSX vs BAM
+78.0%
-18.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.7% |
| 7D | -3.4% | -2.0% | -1.4% | -2.9% |
| 30D | -3.1% | -2.9% | -0.2% | -2.5% |
| 3M | +7.2% | +9.4% | -2.2% | +4.5% |
| 6M | +16.2% | +10.8% | +5.4% | +12.6% |
| YTD | +37.5% | -0.4% | +38.0% | +36.5% |
| 1Y | +53.2% | -10.9% | +64.1% | +56.4% |
| 3Y | +68.2% | +61.3% | +7.0% | +47.5% |
| All | +59.4% | +78.0% | -18.6% | +36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling