+4,225.1%
CSX vs ALNY
+2,468.0%
+1,757.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +3.0% | +1.2% |
| 7D | +3.1% | 0.0% | +3.1% | +3.1% |
| 30D | +9.7% | -30.0% | +39.7% | +14.1% |
| 3M | +4.9% | -30.1% | +35.0% | +8.8% |
| 6M | +18.4% | -46.4% | +64.7% | +25.8% |
| YTD | +45.9% | -60.6% | +106.5% | +61.0% |
| 1Y | +50.0% | -65.4% | +115.4% | +68.2% |
| 3Y | +78.0% | -3.2% | +81.2% | +69.4% |
| 5Y | +59.2% | -8.3% | +67.5% | +47.4% |
| 10Y | +421.4% | +236.6% | +184.8% | +266.8% |
| All | +4,225.1% | +2,468.0% | +1,757.1% | +1,879.5% |
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