+24.5%
ALAB vs CSX
+48.0%
-23.5%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +2.6% | -7.1% | -4.1% |
| 7D | -24.9% | +0.1% | -25.0% | -24.8% |
| 30D | -38.4% | +9.7% | -48.1% | -37.4% |
| 3M | -38.3% | +2.3% | -40.5% | -36.9% |
| 6M | +10.9% | +17.1% | -6.1% | +12.1% |
| YTD | +34.2% | +44.9% | -10.7% | +32.4% |
| 1Y | +24.5% | +47.1% | -22.6% | +20.1% |
| All | +24.5% | +48.0% | -23.5% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling