+41.5%
CSX vs ALK
-6.6%
+48.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.6% | -4.0% | -3.5% |
| 7D | -5.5% | +9.0% | -14.6% | -6.8% |
| 30D | +4.9% | -1.6% | +6.6% | +4.9% |
| 3M | -2.9% | -23.2% | +20.3% | +0.6% |
| 6M | +8.3% | -3.9% | +12.2% | +7.2% |
| YTD | +36.7% | -22.6% | +59.3% | +38.8% |
| 1Y | +41.5% | -5.3% | +46.8% | +33.2% |
| All | +41.5% | -6.6% | +48.1% | +33.2% |
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