+74.5%
CSX vs ALM
+806.0%
-731.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.2% | -2.1% |
| 7D | -2.7% | -14.5% | +11.8% | -2.3% |
| 30D | +7.0% | -39.0% | +46.0% | +8.5% |
| 3M | -0.3% | -40.3% | +40.0% | +0.9% |
| 6M | +13.5% | -60.3% | +73.8% | +16.0% |
| YTD | +41.5% | -9.8% | +51.3% | +40.6% |
| 1Y | +45.8% | +30.8% | +15.0% | +43.2% |
| All | +74.5% | +806.0% | -731.5% | +52.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling