+67.8%
CSX vs ALLE
+13.7%
+54.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.5% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -3.1% | -6.8% | +3.7% | -0.3% |
| 3M | +7.2% | +21.0% | -13.9% | -1.3% |
| 6M | +16.2% | +1.1% | +15.1% | +15.0% |
| YTD | +37.5% | -0.5% | +38.1% | +36.4% |
| 1Y | +53.2% | -7.3% | +60.5% | +56.1% |
| 3Y | +68.2% | +42.3% | +26.0% | +39.9% |
| All | +67.8% | +13.7% | +54.1% | +47.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling