+414.9%
CSX vs DD
+97.1%
+317.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.4% |
| 7D | +6.0% | +5.0% | +1.0% | +3.7% |
| 30D | +7.8% | +19.7% | -11.9% | -0.7% |
| 3M | +4.1% | +7.2% | -3.1% | +0.5% |
| 6M | +17.9% | +1.0% | +16.9% | +16.1% |
| YTD | +44.9% | +29.1% | +15.8% | +26.8% |
| 1Y | +51.1% | +28.5% | +22.7% | +32.5% |
| 3Y | +78.3% | +89.4% | -11.2% | +25.3% |
| 5Y | +58.1% | +67.1% | -9.0% | +15.5% |
| All | +414.9% | +97.1% | +317.8% | +203.3% |
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