+416.4%
CSX vs ALM
+2,084.7%
-1,668.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.2% | +1.4% | +1.6% |
| 7D | -0.3% | -7.2% | +6.9% | -0.1% |
| 30D | +8.7% | -26.4% | +35.0% | +9.5% |
| 3M | +4.2% | -38.6% | +42.8% | +5.3% |
| 6M | +16.7% | -61.0% | +77.7% | +19.0% |
| YTD | +44.5% | -7.4% | +51.9% | +43.4% |
| 1Y | +50.3% | +14.0% | +36.3% | +48.2% |
| 3Y | +76.3% | +844.4% | -768.1% | +61.2% |
| 5Y | +58.1% | +410.8% | -352.7% | +45.4% |
| 10Y | +416.4% | +2,084.7% | -1,668.3% | +376.5% |
| All | +416.4% | +2,084.7% | -1,668.3% | +376.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling