+45.6%
CSX vs ALLY
+0.5%
+45.1%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +0.9% | +1.8% | +2.5% |
| 7D | -2.2% | -0.2% | -2.0% | -2.1% |
| 30D | +6.8% | +3.4% | +3.4% | +6.0% |
| 3M | +0.7% | -11.1% | +11.7% | +3.3% |
| 6M | +13.3% | -11.5% | +24.7% | +16.2% |
| YTD | +40.5% | -12.3% | +52.9% | +44.4% |
| All | +45.6% | +0.5% | +45.1% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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