+3,978.3%
CSX vs ALNY
+4,262.5%
-284.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.2% | +0.8% |
| 7D | -3.4% | +12.2% | -15.6% | -4.9% |
| 30D | -3.1% | +16.3% | -19.4% | -5.1% |
| 3M | +7.2% | -12.4% | +19.5% | +7.9% |
| 6M | +16.2% | -18.7% | +34.9% | +17.9% |
| YTD | +37.5% | -33.1% | +70.6% | +43.0% |
| 1Y | +53.2% | -41.3% | +94.6% | +61.6% |
| 3Y | +68.2% | +32.3% | +36.0% | +54.9% |
| 5Y | +65.2% | +34.8% | +30.5% | +46.3% |
| 10Y | +504.1% | +284.7% | +219.4% | +309.8% |
| All | +3,978.3% | +4,262.5% | -284.1% | +1,657.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling