+257.6%
ALAB vs CSX
+46.0%
+211.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.3% |
| 7D | +16.3% | +6.0% | +10.4% | +13.8% |
| 30D | -26.1% | +7.8% | -33.9% | -28.2% |
| 3M | -31.3% | +4.1% | -35.4% | -32.3% |
| 6M | -1.0% | +17.9% | -18.9% | -9.1% |
| YTD | +33.3% | +44.9% | -11.6% | +7.8% |
| 1Y | +53.5% | +51.1% | +2.4% | +20.7% |
| All | +257.6% | +46.0% | +211.6% | +99.1% |
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 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