+414.9%
CSX vs BAX
-35.8%
+450.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -0.9% | -0.7% |
| 7D | +6.0% | +0.1% | +5.9% | +5.9% |
| 30D | +7.8% | +4.1% | +3.7% | +6.3% |
| 3M | +4.1% | -4.5% | +8.6% | +5.1% |
| 6M | +17.9% | +49.2% | -31.3% | +2.9% |
| YTD | +44.9% | +35.2% | +9.6% | +28.4% |
| 1Y | +51.1% | +38.3% | +12.9% | +32.8% |
| 3Y | +78.3% | -19.0% | +97.3% | +79.1% |
| 5Y | +58.1% | -64.2% | +122.3% | +122.1% |
| All | +414.9% | -35.8% | +450.7% | +615.7% |
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