+67.8%
CSX vs ALC
-16.0%
+83.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.5% |
| 7D | -3.4% | -2.1% | -1.3% | -2.8% |
| 30D | -3.1% | -0.1% | -3.0% | -3.2% |
| 3M | +7.2% | +5.9% | +1.3% | +5.1% |
| 6M | +16.2% | -15.9% | +32.1% | +21.7% |
| YTD | +37.5% | -10.1% | +47.7% | +40.8% |
| 1Y | +53.2% | -10.2% | +63.5% | +56.6% |
| 3Y | +68.2% | -13.6% | +81.8% | +70.5% |
| All | +67.8% | -16.0% | +83.8% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling