+638.1%
CSX vs ALM
+7,705.7%
-7,067.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | -3.4% | -2.6% | -0.8% | -3.4% |
| 30D | -3.1% | +32.0% | -35.1% | -3.1% |
| 3M | +7.2% | -15.0% | +22.2% | +7.2% |
| 6M | +16.2% | -10.1% | +26.3% | +16.1% |
| YTD | +37.5% | +99.4% | -61.9% | +37.3% |
| 1Y | +53.2% | +316.4% | -263.1% | +52.7% |
| 3Y | +68.2% | +2,022.0% | -1,953.7% | +67.1% |
| 5Y | +65.2% | +941.2% | -876.0% | +64.2% |
| 10Y | +504.1% | +2,950.3% | -2,446.2% | +499.5% |
| All | +638.1% | +7,705.7% | -7,067.7% | +629.7% |
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