+427.3%
CSX vs ALK
-41.7%
+469.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -5.5% | +9.0% | -14.6% | -7.8% |
| 30D | +4.9% | -1.6% | +6.6% | +5.1% |
| 3M | -2.9% | -23.2% | +20.3% | +3.4% |
| 6M | +8.3% | -3.9% | +12.2% | +7.3% |
| YTD | +36.7% | -22.6% | +59.3% | +41.7% |
| 1Y | +41.5% | -5.3% | +46.8% | +38.2% |
| 3Y | +68.6% | +18.6% | +50.0% | +44.4% |
| 5Y | +48.4% | -34.4% | +82.8% | +48.2% |
| All | +427.3% | -41.7% | +469.0% | +413.3% |
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