+9,772.3%
CSX vs D
+2,347.4%
+7,424.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -3.4% | +1.5% | -4.8% | -4.0% |
| 30D | -3.1% | -2.6% | -0.5% | -2.0% |
| 3M | +7.2% | 0.0% | +7.2% | +7.0% |
| 6M | +16.2% | +7.4% | +8.8% | +11.9% |
| YTD | +37.5% | +15.9% | +21.7% | +27.9% |
| 1Y | +53.2% | +18.1% | +35.1% | +40.9% |
| 3Y | +68.2% | +58.4% | +9.9% | +31.7% |
| 5Y | +65.2% | +5.2% | +60.0% | +54.9% |
| 10Y | +504.1% | +35.9% | +468.3% | +382.0% |
| All | +9,772.3% | +2,347.4% | +7,424.9% | +1,844.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling