+4,282.0%
CSX vs DAR
+1,762.6%
+2,519.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +0.9% |
| 7D | -3.4% | +1.4% | -4.7% | -3.5% |
| 30D | -3.1% | +12.8% | -15.9% | -4.1% |
| 3M | +7.2% | +7.4% | -0.2% | +6.4% |
| 6M | +16.2% | +22.3% | -6.1% | +14.1% |
| YTD | +37.5% | +81.1% | -43.5% | +31.0% |
| 1Y | +53.2% | +106.5% | -53.3% | +44.1% |
| 3Y | +68.2% | +5.3% | +62.9% | +64.9% |
| 5Y | +65.2% | -11.5% | +76.8% | +62.8% |
| 10Y | +504.1% | +353.3% | +150.8% | +427.9% |
| All | +4,282.0% | +1,762.6% | +2,519.5% | +3,613.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling