+487.4%
CSX vs ALNY
+260.0%
+227.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -0.9% | -6.5% | +5.6% | -0.4% |
| 30D | -2.0% | +11.0% | -13.0% | -2.9% |
| 3M | +3.6% | -14.1% | +17.7% | +4.3% |
| 6M | +22.0% | -22.4% | +44.4% | +23.7% |
| YTD | +36.3% | -37.5% | +73.7% | +40.4% |
| 1Y | +50.9% | -46.9% | +97.9% | +57.5% |
| 3Y | +69.2% | +22.1% | +47.1% | +61.8% |
| 5Y | +69.2% | +31.2% | +38.1% | +57.7% |
| All | +487.4% | +260.0% | +227.5% | +393.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling