+47.1%
CSX vs ABCL
+138.2%
-91.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.6% |
| 7D | +0.1% | -10.0% | +10.1% | +0.2% |
| 30D | +9.7% | -10.9% | +20.6% | +9.9% |
| 3M | +2.3% | +101.6% | -99.4% | +1.3% |
| 6M | +17.1% | +167.5% | -150.5% | +14.5% |
| YTD | +44.9% | +259.1% | -214.2% | +36.1% |
| 1Y | +47.1% | +152.2% | -105.1% | +43.7% |
| All | +47.1% | +138.2% | -91.1% | +43.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling