+504.6%
CSX vs D
+35.0%
+469.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 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% | -3.9% |
| 30D | -3.1% | -2.6% | -0.5% | -2.1% |
| 3M | +7.2% | 0.0% | +7.2% | +7.1% |
| 6M | +16.2% | +7.4% | +8.8% | +12.4% |
| YTD | +37.5% | +15.9% | +21.7% | +29.0% |
| 1Y | +53.2% | +18.1% | +35.1% | +42.4% |
| 3Y | +68.2% | +58.4% | +9.9% | +35.4% |
| 5Y | +65.2% | +5.2% | +60.0% | +58.5% |
| All | +504.6% | +35.0% | +469.5% | +449.2% |
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 2016-09-04 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling