+24.4%
ALAB vs CSX
+47.0%
-22.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.3% |
| 7D | -7.5% | +0.7% | -8.2% | -7.4% |
| 30D | -36.8% | +8.1% | -44.9% | -36.0% |
| 3M | -31.9% | +2.2% | -34.0% | -30.6% |
| 6M | +8.2% | +14.6% | -6.4% | +8.9% |
| YTD | +29.9% | +42.2% | -12.2% | +28.2% |
| 1Y | +24.4% | +47.3% | -22.9% | +16.6% |
| All | +24.4% | +47.0% | -22.6% | +16.6% |
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