+418.4%
CSX vs ALM
+1,942.8%
-1,524.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.5% | +7.5% | +1.1% |
| 7D | +3.1% | -4.0% | +7.1% | +3.2% |
| 30D | +9.7% | -30.5% | +40.2% | +10.7% |
| 3M | +4.9% | -46.9% | +51.8% | +6.5% |
| 6M | +18.4% | -65.5% | +83.9% | +21.2% |
| YTD | +45.9% | -13.4% | +59.3% | +45.1% |
| 1Y | +50.0% | +9.8% | +40.2% | +48.1% |
| 3Y | +78.0% | +783.1% | -705.1% | +63.0% |
| 5Y | +59.2% | +378.3% | -319.1% | +46.6% |
| All | +418.4% | +1,942.8% | -1,524.5% | +379.1% |
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