+427.3%
CSX vs ALB
+33.3%
+394.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.9% | -4.3% | -3.5% |
| 7D | -5.5% | +9.1% | -14.6% | -7.1% |
| 30D | +4.9% | -3.4% | +8.3% | +5.5% |
| 3M | -2.9% | -20.6% | +17.7% | +1.1% |
| 6M | +8.3% | -48.2% | +56.5% | +21.9% |
| YTD | +36.7% | -29.2% | +66.0% | +41.8% |
| 1Y | +41.5% | +10.0% | +31.5% | +32.8% |
| 3Y | +68.6% | -12.9% | +81.5% | +53.7% |
| 5Y | +48.4% | -61.3% | +109.7% | +58.9% |
| All | +427.3% | +33.3% | +394.0% | +232.5% |
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