+427.3%
CSX vs BAX
-36.8%
+464.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.9% | -3.5% |
| 7D | -5.5% | +12.1% | -17.7% | -8.7% |
| 30D | +4.9% | +7.6% | -2.7% | +2.4% |
| 3M | -2.9% | -4.5% | +1.6% | -1.9% |
| 6M | +8.3% | +52.0% | -43.7% | -5.9% |
| YTD | +36.7% | +35.1% | +1.6% | +21.4% |
| 1Y | +41.5% | +43.7% | -2.2% | +22.9% |
| 3Y | +68.6% | -20.9% | +89.6% | +71.0% |
| 5Y | +48.4% | -63.5% | +112.0% | +105.6% |
| All | +427.3% | -36.8% | +464.1% | +629.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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