+74.5%
CSX vs BAX
-17.7%
+92.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.4% | +0.4% | +2.4% |
| 7D | -2.2% | +9.0% | -11.3% | -3.6% |
| 30D | +6.8% | +8.5% | -1.6% | +5.3% |
| 3M | +0.7% | -4.1% | +4.8% | +1.2% |
| 6M | +13.3% | +46.9% | -33.7% | +5.3% |
| YTD | +40.5% | +38.4% | +2.1% | +30.9% |
| 1Y | +44.7% | +47.0% | -2.3% | +33.2% |
| 3Y | +74.5% | -14.9% | +89.4% | +74.8% |
| All | +74.5% | -17.7% | +92.2% | +74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling