+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 all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.4% | +2.3% | +1.5% |
| 7D | -3.4% | +0.4% | -3.8% | -3.6% |
| 30D | -3.1% | -3.6% | +0.5% | -1.6% |
| 3M | +7.2% | -1.0% | +8.2% | +7.5% |
| 6M | +16.2% | +6.3% | +9.9% | +12.4% |
| YTD | +37.5% | +14.7% | +22.8% | +28.5% |
| 1Y | +53.2% | +16.9% | +36.3% | +41.5% |
| 3Y | +68.2% | +56.8% | +11.4% | +32.3% |
| 5Y | +65.2% | +5.2% | +60.0% | +54.9% |
| 10Y | +504.1% | +35.9% | +468.3% | +381.9% |
| All | +9,772.3% | +2,347.4% | +7,424.9% | +1,844.3% |
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