+416.4%
CSX vs ALNY
+252.4%
+164.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +5.4% | -3.8% | +1.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.2% |
| 30D | +8.7% | -29.6% | +38.3% | +11.6% |
| 3M | +4.2% | -27.7% | +31.9% | +6.5% |
| 6M | +16.7% | -43.9% | +60.6% | +21.2% |
| YTD | +44.5% | -59.8% | +104.3% | +54.4% |
| 1Y | +50.3% | -64.6% | +114.9% | +62.4% |
| 3Y | +76.3% | -1.3% | +77.6% | +69.7% |
| 5Y | +58.1% | -7.6% | +65.8% | +50.0% |
| 10Y | +416.4% | +243.5% | +172.9% | +339.2% |
| All | +416.4% | +252.4% | +164.0% | +339.2% |
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