+504.6%
CSX vs ALB
+75.7%
+428.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +1.7% |
| 7D | -3.4% | -8.1% | +4.7% | -1.8% |
| 30D | -3.1% | +6.3% | -9.3% | -4.5% |
| 3M | +7.2% | -23.6% | +30.7% | +12.3% |
| 6M | +16.2% | -24.6% | +40.8% | +20.8% |
| YTD | +37.5% | -10.3% | +47.8% | +36.6% |
| 1Y | +53.2% | +61.5% | -8.2% | +31.9% |
| 3Y | +68.2% | -34.0% | +102.2% | +67.5% |
| 5Y | +65.2% | -44.6% | +109.8% | +62.2% |
| All | +504.6% | +75.7% | +428.8% | +249.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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