-16.8%
ALAB vs CSX
+13.7%
-30.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.3% | -17.3% | -20.2% |
| 7D | -38.2% | -2.7% | -35.5% | -38.6% |
| 30D | -54.0% | +7.0% | -61.0% | -52.0% |
| 3M | -43.6% | -0.3% | -43.3% | -41.2% |
| 6M | -16.8% | +13.5% | -30.3% | -8.9% |
| All | -16.8% | +13.7% | -30.5% | -8.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling