+605.0%
CSX vs ALLE
+344.1%
+260.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.8% | +0.9% | +1.7% |
| 7D | +0.1% | +6.7% | -6.5% | -3.2% |
| 30D | +9.7% | +25.4% | -15.7% | -2.4% |
| 3M | +2.3% | +16.9% | -14.7% | -5.9% |
| 6M | +17.1% | +46.6% | -29.5% | -4.7% |
| YTD | +44.9% | +22.4% | +22.5% | +28.6% |
| 1Y | +47.1% | +17.7% | +29.4% | +33.0% |
| 3Y | +78.6% | +96.3% | -17.8% | +19.8% |
| 5Y | +57.2% | +57.4% | -0.2% | +16.0% |
| 10Y | +479.2% | +241.0% | +238.2% | +177.3% |
| All | +605.0% | +344.1% | +260.8% | +202.5% |
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