+74.5%
CSX vs DAR
+13.0%
+61.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.1% | +0.7% | -2.0% |
| 7D | -2.7% | -8.1% | +5.4% | -1.9% |
| 30D | +7.0% | -17.1% | +24.1% | +9.0% |
| 3M | -0.3% | -12.3% | +12.0% | +0.7% |
| 6M | +13.5% | -21.8% | +35.3% | +16.1% |
| YTD | +41.5% | +40.8% | +0.7% | +34.1% |
| 1Y | +45.8% | +57.4% | -11.6% | +36.1% |
| All | +74.5% | +13.0% | +61.5% | +66.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling