+9,772.3%
CSX vs DD
+961.9%
+8,810.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | -3.4% | -3.5% | +0.1% | -1.8% |
| 30D | -3.1% | -10.3% | +7.2% | +1.7% |
| 3M | +7.2% | -7.5% | +14.7% | +10.5% |
| 6M | +16.2% | -8.0% | +24.2% | +19.3% |
| YTD | +37.5% | +10.5% | +27.1% | +29.6% |
| 1Y | +53.2% | +38.3% | +15.0% | +29.5% |
| 3Y | +68.2% | +42.5% | +25.7% | +35.7% |
| 5Y | +65.2% | +60.2% | +5.1% | +23.5% |
| 10Y | +504.1% | +68.9% | +435.3% | +313.1% |
| All | +9,772.3% | +961.9% | +8,810.4% | +2,499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling