+504.6%
CSX vs ALK
-34.2%
+538.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.7% | +0.5% |
| 7D | -3.4% | -0.7% | -2.7% | -3.2% |
| 30D | -3.1% | -19.2% | +16.2% | +2.3% |
| 3M | +7.2% | -1.5% | +8.7% | +6.4% |
| 6M | +16.2% | -13.1% | +29.2% | +18.0% |
| YTD | +37.5% | -16.4% | +54.0% | +40.3% |
| 1Y | +53.2% | -33.1% | +86.3% | +65.1% |
| 3Y | +68.2% | +0.6% | +67.6% | +52.7% |
| 5Y | +65.2% | -26.4% | +91.6% | +59.8% |
| All | +504.6% | -34.2% | +538.8% | +437.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling