+272.3%
ALAB vs CSX
+45.6%
+226.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +1.6% | +5.2% | +6.2% |
| 7D | +3.4% | -0.3% | +3.7% | +3.7% |
| 30D | -28.8% | +8.7% | -37.4% | -31.1% |
| 3M | -26.0% | +4.2% | -30.2% | -27.1% |
| 6M | +11.4% | +16.7% | -5.3% | +2.8% |
| YTD | +38.8% | +44.5% | -5.7% | +12.3% |
| 1Y | +37.8% | +50.3% | -12.5% | +8.7% |
| All | +272.3% | +45.6% | +226.7% | +107.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling