+400.4%
ALAB vs CSX
+38.6%
+361.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.9% | +8.9% | +9.3% |
| 7D | +7.2% | -3.4% | +10.6% | +9.0% |
| 30D | -2.5% | -3.1% | +0.6% | -1.0% |
| 3M | -13.3% | +7.2% | -20.5% | -16.6% |
| 6M | +172.8% | +16.2% | +156.7% | +148.9% |
| YTD | +86.6% | +37.5% | +49.0% | +54.0% |
| 1Y | +65.2% | +53.2% | +11.9% | +26.0% |
| All | +400.4% | +38.6% | +361.8% | +184.5% |
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 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