+61.8%
CSX vs BBAI
-70.8%
+132.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.0% | +2.9% | +0.9% |
| 7D | -3.4% | -4.3% | +0.9% | -3.4% |
| 30D | -3.1% | -3.6% | +0.5% | -3.1% |
| 3M | +7.2% | -38.8% | +46.0% | +7.5% |
| 6M | +16.2% | -23.8% | +39.9% | +16.3% |
| YTD | +37.5% | -45.9% | +83.5% | +38.0% |
| 1Y | +53.2% | -40.8% | +94.0% | +53.5% |
| 3Y | +68.2% | +69.8% | -1.5% | +66.5% |
| 5Y | +65.2% | -70.3% | +135.6% | +66.6% |
| All | +61.8% | -70.8% | +132.6% | +63.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 BBAI 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