+51.1%
CSX vs ALM
+19.0%
+32.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +7.7% | -8.4% | -0.9% |
| 7D | +6.0% | +1.2% | +4.7% | +5.9% |
| 30D | +7.8% | -19.3% | +27.1% | +8.5% |
| 3M | +4.1% | -40.6% | +44.7% | +5.6% |
| 6M | +17.9% | -57.9% | +75.8% | +20.9% |
| YTD | +44.9% | -6.7% | +51.6% | +43.8% |
| 1Y | +51.1% | +20.2% | +31.0% | +49.2% |
| All | +51.1% | +19.0% | +32.2% | +49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling