+445.7%
CSX vs D
+44.7%
+401.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.2% | -2.3% |
| 7D | -2.7% | +6.9% | -9.6% | -5.3% |
| 30D | +7.0% | +12.3% | -5.3% | +2.2% |
| 3M | -0.3% | +3.0% | -3.3% | -1.6% |
| 6M | +13.5% | +12.8% | +0.7% | +7.8% |
| YTD | +41.5% | +22.6% | +18.9% | +29.9% |
| 1Y | +45.8% | +21.7% | +24.1% | +34.0% |
| 3Y | +74.4% | +83.9% | -9.5% | +32.3% |
| 5Y | +53.6% | +14.0% | +39.6% | +42.8% |
| All | +445.7% | +44.7% | +401.0% | +401.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling