+427.3%
CSX vs ALM
+2,022.9%
-1,595.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.1% | -5.5% | -3.4% |
| 7D | -5.5% | -6.7% | +1.1% | -5.3% |
| 30D | +4.9% | -32.9% | +37.8% | +6.0% |
| 3M | -2.9% | -39.5% | +36.6% | -1.7% |
| 6M | +8.3% | -62.0% | +70.3% | +10.7% |
| YTD | +36.7% | -7.8% | +44.6% | +35.8% |
| 1Y | +41.5% | +26.7% | +14.8% | +39.2% |
| 3Y | +68.6% | +825.4% | -756.7% | +54.0% |
| 5Y | +48.4% | +401.2% | -352.8% | +36.4% |
| All | +427.3% | +2,022.9% | -1,595.6% | +381.6% |
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