+53.6%
CSX vs ALLE
+51.8%
+1.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -1.1% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | +7.0% | +20.6% | -13.6% | -1.1% |
| 3M | -0.3% | +11.4% | -11.7% | -4.9% |
| 6M | +13.5% | +42.5% | -29.0% | -2.7% |
| YTD | +41.5% | +18.9% | +22.6% | +30.0% |
| 1Y | +45.8% | +14.2% | +31.6% | +36.2% |
| 3Y | +74.4% | +90.7% | -16.3% | +27.0% |
| 5Y | +53.6% | +52.5% | +1.1% | +22.8% |
| All | +53.6% | +51.8% | +1.8% | +22.8% |
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 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