+67.8%
CSX vs ABCL
-41.3%
+109.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +0.9% |
| 7D | -3.4% | +0.7% | -4.1% | -3.4% |
| 30D | -3.1% | +93.1% | -96.2% | -7.4% |
| 3M | +7.2% | +79.4% | -72.3% | +2.4% |
| 6M | +16.2% | +214.9% | -198.7% | +6.1% |
| YTD | +37.5% | +234.2% | -196.7% | +24.3% |
| 1Y | +53.2% | +174.8% | -121.5% | +39.6% |
| 3Y | +68.2% | +104.5% | -36.2% | +50.5% |
| All | +67.8% | -41.3% | +109.1% | +49.3% |
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