+10,269.8%
CSX vs BAX
+920.2%
+9,349.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.7% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | +8.7% | +6.3% | +2.4% | +6.5% |
| 3M | +4.2% | -4.6% | +8.8% | +5.2% |
| 6M | +16.7% | +50.4% | -33.7% | +2.3% |
| YTD | +44.5% | +38.0% | +6.5% | +28.3% |
| 1Y | +50.3% | +44.6% | +5.7% | +31.4% |
| 3Y | +76.3% | -15.1% | +91.4% | +74.1% |
| 5Y | +58.1% | -63.3% | +121.4% | +97.9% |
| 10Y | +416.4% | -34.4% | +450.8% | +441.5% |
| All | +10,269.8% | +920.2% | +9,349.6% | +4,867.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling