+24.8%
ALAB vs CSX
+45.3%
-20.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +2.8% | +10.9% | +13.8% |
| 7D | -5.6% | -2.2% | -3.4% | -5.7% |
| 30D | -36.6% | +6.8% | -43.4% | -35.8% |
| 3M | -35.1% | +0.7% | -35.8% | -33.9% |
| 6M | +8.5% | +13.3% | -4.7% | +9.3% |
| YTD | +30.4% | +40.5% | -10.2% | +28.6% |
| All | +24.8% | +45.3% | -20.4% | +17.0% |
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 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