+3,617.9%
CSX vs ALB
+2,194.2%
+1,423.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.6% | -5.9% | -3.4% |
| 7D | -2.7% | +5.5% | -8.2% | -4.3% |
| 30D | +7.0% | -7.5% | +14.5% | +9.3% |
| 3M | -0.3% | -16.9% | +16.7% | +4.4% |
| 6M | +13.5% | -49.2% | +62.7% | +36.4% |
| YTD | +41.5% | -29.9% | +71.4% | +49.9% |
| 1Y | +45.8% | +8.2% | +37.6% | +33.8% |
| 3Y | +74.4% | -19.4% | +93.8% | +55.6% |
| 5Y | +53.6% | -61.6% | +115.2% | +62.8% |
| 10Y | +465.6% | +34.6% | +431.0% | +228.9% |
| All | +3,617.9% | +2,194.2% | +1,423.6% | +756.3% |
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