+80.8%
CSX vs ABCL
-79.5%
+160.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.2% | -2.5% | +2.5% |
| 7D | -2.2% | +12.4% | -14.6% | -2.8% |
| 30D | +6.8% | -0.4% | +7.2% | +6.7% |
| 3M | +0.7% | +80.4% | -79.7% | -2.7% |
| 6M | +13.3% | +138.5% | -125.3% | +7.2% |
| YTD | +40.5% | +265.5% | -225.0% | +29.1% |
| 1Y | +44.7% | +219.7% | -175.0% | +33.8% |
| 3Y | +74.5% | +209.4% | -134.9% | +56.7% |
| 5Y | +52.0% | -15.0% | +67.0% | +40.0% |
| All | +80.8% | -79.5% | +160.3% | +72.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling