+209.7%
ABT vs CSX
+481.1%
-271.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | -4.7% | -0.6% | -4.2% | -4.6% |
| 30D | -3.1% | -3.2% | +0.1% | -2.1% |
| 3M | +16.1% | +2.6% | +13.6% | +15.0% |
| 6M | -5.3% | +19.8% | -25.2% | -11.1% |
| YTD | -14.4% | +34.7% | -49.1% | -22.8% |
| 1Y | -18.4% | +52.1% | -70.6% | -29.4% |
| 3Y | +11.2% | +68.4% | -57.2% | -8.8% |
| 5Y | -9.4% | +65.1% | -74.5% | -25.9% |
| 10Y | +209.7% | +496.7% | -287.0% | +88.2% |
| All | +209.7% | +481.1% | -271.3% | +88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling