+409.0%
CSX vs ALB
+34.3%
+374.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.2% | +5.4% | +2.0% |
| 7D | +0.7% | +5.3% | -4.5% | -0.4% |
| 30D | +8.1% | -6.3% | +14.3% | +9.3% |
| 3M | +2.2% | -27.4% | +29.6% | +8.2% |
| 6M | +14.6% | -53.1% | +67.7% | +31.6% |
| YTD | +42.2% | -32.3% | +74.5% | +48.7% |
| 1Y | +47.3% | -7.3% | +54.6% | +43.4% |
| 3Y | +73.5% | -14.9% | +88.5% | +58.6% |
| 5Y | +54.1% | -62.0% | +116.1% | +65.1% |
| 10Y | +409.0% | +33.0% | +376.0% | +214.4% |
| All | +409.0% | +34.3% | +374.7% | +214.4% |
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