+189.3%
ALAB vs CSX
+42.6%
+146.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -2.3% | -17.3% | -18.7% |
| 7D | -38.2% | -2.7% | -35.5% | -37.4% |
| 30D | -54.0% | +7.0% | -61.0% | -55.2% |
| 3M | -43.6% | -0.3% | -43.3% | -43.4% |
| 6M | -16.8% | +13.5% | -30.3% | -22.2% |
| YTD | +7.9% | +41.5% | -33.6% | -11.9% |
| 1Y | -1.4% | +45.8% | -47.1% | -21.0% |
| All | +189.3% | +42.6% | +146.8% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling