+47.1%
CSX vs ALLE
+18.6%
+28.5%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.9% | +2.0% |
| 7D | +0.1% | +6.7% | -6.5% | -2.2% |
| 30D | +9.7% | +25.4% | -15.7% | +1.1% |
| 3M | +2.3% | +16.9% | -14.7% | -3.7% |
| 6M | +17.1% | +46.6% | -29.5% | +2.0% |
| YTD | +44.9% | +22.4% | +22.5% | +30.3% |
| 1Y | +47.1% | +17.7% | +29.4% | +34.3% |
| All | +47.1% | +18.6% | +28.5% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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