+232.9%
ABT vs CSX
+436.1%
-203.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.2% | -0.4% |
| 7D | +0.3% | -2.2% | +2.5% | +1.1% |
| 30D | +11.6% | +6.8% | +4.8% | +9.2% |
| 3M | +3.1% | +0.7% | +2.4% | +2.8% |
| 6M | +32.8% | +13.3% | +19.6% | +27.1% |
| YTD | -9.6% | +40.5% | -50.1% | -19.6% |
| 1Y | -10.4% | +44.7% | -55.0% | -21.1% |
| 3Y | +25.8% | +74.5% | -48.7% | +1.9% |
| 5Y | -3.4% | +52.0% | -55.4% | -18.9% |
| 10Y | +232.9% | +412.6% | -179.8% | +128.8% |
| All | +232.9% | +436.1% | -203.2% | +128.8% |
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