+65.1%
CSX vs ALNY
+38.0%
+27.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.8% | -0.5% | -1.2% |
| 7D | -0.6% | -3.5% | +2.9% | -0.3% |
| 30D | -3.2% | +18.9% | -22.1% | -4.4% |
| 3M | +2.6% | -13.3% | +15.9% | +3.1% |
| 6M | +19.8% | -20.3% | +40.1% | +21.1% |
| YTD | +34.7% | -35.1% | +69.8% | +37.8% |
| 1Y | +52.1% | -46.5% | +98.6% | +57.8% |
| 3Y | +68.4% | +28.1% | +40.3% | +61.9% |
| 5Y | +65.1% | +36.1% | +29.0% | +54.7% |
| All | +65.1% | +38.0% | +27.1% | +54.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling