+9,772.3%
CSX vs BAX
+900.4%
+8,871.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.2% | +0.6% |
| 7D | -3.4% | -1.1% | -2.2% | -3.0% |
| 30D | -3.1% | -5.5% | +2.4% | -1.6% |
| 3M | +7.2% | +33.5% | -26.4% | -2.2% |
| 6M | +16.2% | +35.9% | -19.7% | +5.0% |
| YTD | +37.5% | +35.4% | +2.2% | +23.3% |
| 1Y | +53.2% | +9.8% | +43.5% | +44.9% |
| 3Y | +68.2% | -32.7% | +101.0% | +78.2% |
| 5Y | +65.2% | -65.6% | +130.8% | +111.4% |
| 10Y | +504.1% | -34.9% | +539.0% | +536.8% |
| All | +9,772.3% | +900.4% | +8,871.8% | +4,672.6% |
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 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