+13.5%
CSX vs DD
+5.6%
+8.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -2.1% |
| 7D | -2.7% | +3.1% | -5.8% | -2.9% |
| 30D | +7.0% | +8.7% | -1.7% | +6.2% |
| 3M | -0.3% | -1.2% | +0.9% | -0.5% |
| 6M | +13.5% | -1.1% | +14.6% | +13.5% |
| All | +13.5% | +5.6% | +8.0% | +13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling