+412.6%
CSX vs DD
+105.4%
+307.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.9% | -3.1% | +0.2% |
| 7D | -2.2% | +9.8% | -12.0% | -6.4% |
| 30D | +6.8% | +19.3% | -12.5% | -1.5% |
| 3M | +0.7% | +9.4% | -8.7% | -3.7% |
| 6M | +13.3% | +4.8% | +8.5% | +9.7% |
| YTD | +40.5% | +30.2% | +10.3% | +22.5% |
| 1Y | +44.7% | +32.2% | +12.5% | +25.2% |
| 3Y | +74.5% | +93.1% | -18.6% | +21.6% |
| 5Y | +52.0% | +68.0% | -16.0% | +10.8% |
| 10Y | +412.6% | +98.5% | +314.2% | +203.1% |
| All | +412.6% | +105.4% | +307.3% | +203.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling