+68.6%
CSX vs DD
+78.0%
-9.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.1% | -4.5% | -3.7% |
| 7D | -5.5% | +4.6% | -10.1% | -6.9% |
| 30D | +4.9% | +11.8% | -6.8% | +1.5% |
| 3M | -2.9% | +2.2% | -5.0% | -3.7% |
| 6M | +8.3% | -1.6% | +10.0% | +8.3% |
| YTD | +36.7% | +23.0% | +13.7% | +27.2% |
| 1Y | +41.5% | +26.9% | +14.6% | +30.3% |
| 3Y | +68.6% | +77.9% | -9.3% | +33.5% |
| All | +68.6% | +78.0% | -9.3% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling