+10,299.8%
CSX vs D
+2,492.7%
+7,807.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.4% | -1.8% | +0.6% |
| 7D | +0.1% | +8.5% | -8.4% | -3.5% |
| 30D | +9.7% | +14.3% | -4.6% | +3.3% |
| 3M | +2.3% | +1.8% | +0.5% | +1.4% |
| 6M | +17.1% | +13.0% | +4.0% | +10.2% |
| YTD | +44.9% | +22.7% | +22.1% | +31.2% |
| 1Y | +47.1% | +22.6% | +24.5% | +33.0% |
| 3Y | +78.6% | +84.2% | -5.6% | +30.7% |
| 5Y | +57.2% | +15.8% | +41.4% | +41.2% |
| 10Y | +479.2% | +45.8% | +433.4% | +347.4% |
| All | +10,299.8% | +2,492.7% | +7,807.0% | +1,895.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling