+67.8%
CSX vs DAR
-11.0%
+78.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.0% |
| 7D | -3.4% | +1.4% | -4.7% | -3.6% |
| 30D | -3.1% | +12.8% | -15.9% | -5.2% |
| 3M | +7.2% | +7.4% | -0.2% | +5.5% |
| 6M | +16.2% | +22.3% | -6.1% | +11.6% |
| YTD | +37.5% | +81.1% | -43.5% | +23.3% |
| 1Y | +53.2% | +106.5% | -53.3% | +33.5% |
| 3Y | +68.2% | +5.3% | +62.9% | +63.8% |
| All | +67.8% | -11.0% | +78.8% | +64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling