+10,299.8%
CSX vs ALK
+794.3%
+9,505.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.8% | -6.1% | +0.4% |
| 7D | +0.1% | +12.4% | -12.3% | -3.0% |
| 30D | +9.7% | +2.1% | +7.7% | +8.9% |
| 3M | +2.3% | -23.9% | +26.2% | +9.1% |
| 6M | +17.1% | +8.2% | +8.8% | +12.5% |
| YTD | +44.9% | -20.5% | +65.4% | +49.0% |
| 1Y | +47.1% | -1.0% | +48.1% | +42.4% |
| 3Y | +78.6% | +19.2% | +59.4% | +56.3% |
| 5Y | +57.2% | -28.2% | +85.4% | +53.6% |
| 10Y | +479.2% | -39.2% | +518.4% | +439.9% |
| All | +10,299.8% | +794.3% | +9,505.5% | +3,276.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling