+41.5%
CSX vs ALLE
+13.1%
+28.4%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.0% |
| 7D | -5.5% | -0.6% | -5.0% | -5.3% |
| 30D | +4.9% | +25.3% | -20.4% | -3.1% |
| 3M | -2.9% | +10.3% | -13.1% | -6.6% |
| 6M | +8.3% | +38.0% | -29.7% | -3.6% |
| YTD | +36.7% | +17.8% | +19.0% | +24.8% |
| 1Y | +41.5% | +13.6% | +27.9% | +30.8% |
| All | +41.5% | +13.1% | +28.4% | +30.8% |
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