+3,514.0%
CSX vs ALB
+2,835.3%
+678.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +2.2% |
| 7D | -3.4% | -8.1% | +4.7% | -1.0% |
| 30D | -3.1% | +6.3% | -9.3% | -5.2% |
| 3M | +7.2% | -23.6% | +30.7% | +14.8% |
| 6M | +16.2% | -24.6% | +40.8% | +23.1% |
| YTD | +37.5% | -10.3% | +47.8% | +36.1% |
| 1Y | +53.2% | +61.5% | -8.2% | +23.1% |
| 3Y | +68.2% | -34.0% | +102.2% | +62.3% |
| 5Y | +65.2% | -44.6% | +109.8% | +55.6% |
| 10Y | +504.1% | +76.1% | +428.0% | +224.7% |
| All | +3,514.0% | +2,835.3% | +678.7% | +677.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling