+3,707.1%
CSX vs ALB
+2,114.9%
+1,592.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.3% | -2.7% | +1.0% |
| 7D | +0.1% | -2.1% | +2.2% | +0.7% |
| 30D | +9.7% | -9.0% | +18.7% | +12.6% |
| 3M | +2.3% | -21.1% | +23.4% | +8.8% |
| 6M | +17.1% | -49.9% | +67.0% | +41.2% |
| YTD | +44.9% | -32.3% | +77.2% | +55.2% |
| 1Y | +47.1% | +8.6% | +38.5% | +34.8% |
| 3Y | +78.6% | -22.2% | +100.8% | +61.1% |
| 5Y | +57.2% | -63.0% | +120.2% | +68.5% |
| 10Y | +479.2% | +29.9% | +449.2% | +240.5% |
| All | +3,707.1% | +2,114.9% | +1,592.2% | +786.6% |
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