+10,056.0%
CSX vs DD
+1,069.6%
+8,986.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.8% | +1.5% | -0.6% |
| 7D | -2.7% | +3.1% | -5.8% | -4.3% |
| 30D | +7.0% | +8.7% | -1.7% | +2.7% |
| 3M | -0.3% | -1.2% | +0.9% | -0.3% |
| 6M | +13.5% | -1.1% | +14.6% | +12.7% |
| YTD | +41.5% | +21.7% | +19.8% | +27.1% |
| 1Y | +45.8% | +24.0% | +21.7% | +29.6% |
| 3Y | +74.4% | +75.6% | -1.2% | +27.6% |
| 5Y | +53.6% | +58.2% | -4.5% | +15.6% |
| 10Y | +465.6% | +88.0% | +377.6% | +267.1% |
| All | +10,056.0% | +1,069.6% | +8,986.4% | +2,449.2% |
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