+48.2%
CSX vs ALLY
-9.5%
+57.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.7% | -1.7% | -2.9% |
| 7D | -5.5% | +0.9% | -6.4% | -5.7% |
| 30D | +4.9% | +3.1% | +1.8% | +4.1% |
| 3M | -2.9% | -12.6% | +9.7% | +0.6% |
| 6M | +8.3% | -12.4% | +20.8% | +11.8% |
| YTD | +36.7% | -13.2% | +49.9% | +40.9% |
| 1Y | +41.5% | +1.8% | +39.7% | +39.5% |
| 3Y | +68.6% | +58.0% | +10.7% | +44.5% |
| All | +48.2% | -9.5% | +57.7% | +43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling