+51.1%
CSX vs ALK
-10.2%
+61.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.5% | +0.8% | -0.4% |
| 7D | +6.0% | -1.2% | +7.1% | +6.1% |
| 30D | +7.8% | +7.7% | +0.1% | +6.4% |
| 3M | +4.1% | -19.0% | +23.1% | +6.8% |
| 6M | +17.9% | -0.2% | +18.1% | +15.6% |
| YTD | +44.9% | -23.5% | +68.4% | +47.2% |
| 1Y | +51.1% | -9.1% | +60.3% | +44.5% |
| All | +51.1% | -10.2% | +61.4% | +44.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling