+67.8%
CSX vs BAX
-65.4%
+133.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.7% |
| 7D | -3.4% | -1.1% | -2.2% | -3.2% |
| 30D | -3.1% | -5.5% | +2.4% | -2.1% |
| 3M | +7.2% | +33.5% | -26.4% | +0.6% |
| 6M | +16.2% | +35.9% | -19.7% | +8.3% |
| YTD | +37.5% | +35.4% | +2.2% | +27.5% |
| 1Y | +53.2% | +9.8% | +43.5% | +47.7% |
| 3Y | +68.2% | -32.7% | +101.0% | +77.5% |
| All | +67.8% | -65.4% | +133.2% | +119.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling