+48.2%
CSX vs ABCL
-21.8%
+70.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.7% | -10.1% | -3.8% |
| 7D | -5.5% | -3.2% | -2.3% | -5.4% |
| 30D | +4.9% | -7.4% | +12.3% | +5.2% |
| 3M | -2.9% | +81.9% | -84.8% | -7.5% |
| 6M | +8.3% | +135.7% | -127.4% | +0.3% |
| YTD | +36.7% | +247.4% | -210.6% | +21.7% |
| 1Y | +41.5% | +162.3% | -120.8% | +28.6% |
| 3Y | +68.6% | +165.5% | -96.9% | +46.2% |
| All | +48.2% | -21.8% | +70.0% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling