+23.3%
ABT vs CSX
+68.4%
-45.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.1% | -2.5% |
| 7D | +3.5% | -5.5% | +9.0% | +4.8% |
| 30D | +12.0% | +4.9% | +7.1% | +10.9% |
| 3M | +2.5% | -2.9% | +5.3% | +3.0% |
| 6M | +29.1% | +8.3% | +20.7% | +26.8% |
| YTD | -10.1% | +36.7% | -46.8% | -15.5% |
| 1Y | -9.8% | +41.5% | -51.3% | -15.8% |
| 3Y | +23.3% | +68.6% | -45.4% | +9.5% |
| All | +23.3% | +68.4% | -45.2% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling