+41.5%
CSX vs DD
+26.6%
+14.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.6% |
| 7D | -5.5% | +4.6% | -10.1% | -6.6% |
| 30D | +4.9% | +11.8% | -6.8% | +2.1% |
| 3M | -2.9% | +2.2% | -5.0% | -3.4% |
| 6M | +8.3% | -1.6% | +10.0% | +8.8% |
| YTD | +36.7% | +23.0% | +13.7% | +27.0% |
| 1Y | +41.5% | +26.9% | +14.6% | +29.4% |
| All | +41.5% | +26.6% | +14.9% | +29.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling