+74.5%
CSX vs ALC
+4.5%
+70.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.4% | -2.1% |
| 7D | -2.7% | +7.6% | -10.3% | -4.2% |
| 30D | +7.0% | +21.1% | -14.1% | +2.8% |
| 3M | -0.3% | +8.5% | -8.8% | -2.2% |
| 6M | +13.5% | +2.8% | +10.7% | +12.2% |
| YTD | +41.5% | -2.4% | +43.9% | +41.3% |
| 1Y | +45.8% | +3.5% | +42.3% | +43.6% |
| All | +74.5% | +4.5% | +70.0% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 3y: compounded portfolio wealth divided by compounded ALC 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…
3y analysis · Full analysis span regression · 6 months rolling