+53.2%
CSX vs ALNY
-40.8%
+94.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.8% |
| 7D | -3.4% | +12.2% | -15.6% | -3.7% |
| 30D | -3.1% | +16.3% | -19.4% | -3.6% |
| 3M | +7.2% | -12.4% | +19.5% | +7.7% |
| 6M | +16.2% | -18.7% | +34.9% | +17.0% |
| YTD | +37.5% | -33.1% | +70.6% | +36.5% |
| 1Y | +53.2% | -41.3% | +94.6% | +53.0% |
| All | +53.2% | -40.8% | +94.0% | +53.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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