+427.3%
CSX vs ALLE
+222.4%
+204.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -2.9% |
| 7D | -5.5% | -0.6% | -5.0% | -5.3% |
| 30D | +4.9% | +25.3% | -20.4% | -6.7% |
| 3M | -2.9% | +10.3% | -13.1% | -7.9% |
| 6M | +8.3% | +38.0% | -29.7% | -9.2% |
| YTD | +36.7% | +17.8% | +19.0% | +23.6% |
| 1Y | +41.5% | +13.6% | +27.9% | +30.2% |
| 3Y | +68.6% | +89.2% | -20.6% | +14.2% |
| 5Y | +48.4% | +51.1% | -2.6% | +11.4% |
| All | +427.3% | +222.4% | +204.9% | +167.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling