+207.4%
ALAB vs CSX
+37.8%
+169.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.6% | +7.5% |
| 7D | -26.3% | -5.5% | -20.8% | -24.6% |
| 30D | -50.1% | +4.9% | -55.0% | -51.2% |
| 3M | -42.5% | -2.9% | -39.6% | -41.8% |
| 6M | -10.8% | +8.3% | -19.2% | -15.1% |
| YTD | +14.6% | +36.7% | -22.1% | -5.3% |
| 1Y | +17.1% | +41.5% | -24.4% | -5.5% |
| All | +207.4% | +37.8% | +169.7% | +75.0% |
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