+48.2%
CSX vs ALC
-11.2%
+59.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -2.1% | -1.3% | -2.7% |
| 7D | -5.5% | +4.9% | -10.4% | -6.9% |
| 30D | +4.9% | +19.0% | -14.0% | -0.3% |
| 3M | -2.9% | +7.8% | -10.6% | -5.2% |
| 6M | +8.3% | +14.6% | -6.2% | +3.5% |
| YTD | +36.7% | -4.4% | +41.2% | +37.4% |
| 1Y | +41.5% | +1.4% | +40.1% | +39.3% |
| 3Y | +68.6% | +2.5% | +66.1% | +60.3% |
| All | +48.2% | -11.2% | +59.4% | +42.5% |
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