+659.3%
CSX vs ALM
+3,431.9%
-2,772.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -9.6% | +7.2% | -2.3% |
| 7D | -2.7% | -14.5% | +11.8% | -2.7% |
| 30D | +7.0% | -39.0% | +46.0% | +7.1% |
| 3M | -0.3% | -40.3% | +40.0% | -0.2% |
| 6M | +13.5% | -60.3% | +73.8% | +13.7% |
| YTD | +41.5% | -9.8% | +51.3% | +41.5% |
| 1Y | +45.8% | +30.8% | +15.0% | +45.6% |
| 3Y | +74.4% | +772.4% | -698.0% | +73.5% |
| 5Y | +53.6% | +390.7% | -337.1% | +52.9% |
| 10Y | +465.6% | +2,028.5% | -1,562.9% | +462.1% |
| All | +659.3% | +3,431.9% | -2,772.6% | +651.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling