+74.5%
CSX vs ALK
+15.2%
+59.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.2% | +0.9% | -1.8% |
| 7D | -2.7% | +7.1% | -9.8% | -3.8% |
| 30D | +7.0% | -3.0% | +10.0% | +7.3% |
| 3M | -0.3% | -25.6% | +25.4% | +4.2% |
| 6M | +13.5% | +0.5% | +13.0% | +11.8% |
| YTD | +41.5% | -23.1% | +64.6% | +44.8% |
| 1Y | +45.8% | -7.5% | +53.3% | +44.2% |
| All | +74.5% | +15.2% | +59.2% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling