+569.2%
CSX vs ALLE
+260.9%
+308.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.3% |
| 7D | -3.4% | -0.2% | -3.2% | -3.3% |
| 30D | -3.1% | -6.8% | +3.7% | +0.4% |
| 3M | +7.2% | +21.0% | -13.9% | -3.4% |
| 6M | +16.2% | +1.1% | +15.1% | +14.5% |
| YTD | +37.5% | -0.5% | +38.1% | +36.0% |
| 1Y | +53.2% | -7.3% | +60.5% | +56.7% |
| 3Y | +68.2% | +42.3% | +26.0% | +33.7% |
| 5Y | +65.2% | +13.5% | +51.8% | +45.2% |
| 10Y | +504.1% | +144.0% | +360.1% | +242.0% |
| All | +569.2% | +260.9% | +308.3% | +220.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling