+412.6%
CSX vs DE
+798.9%
-386.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.9% | -0.2% | +1.5% |
| 7D | -2.2% | +3.5% | -5.8% | -3.7% |
| 30D | +6.8% | +11.3% | -4.5% | +1.7% |
| 3M | +0.7% | +11.6% | -10.9% | -4.8% |
| 6M | +13.3% | +20.9% | -7.6% | +2.4% |
| YTD | +40.5% | +49.7% | -9.1% | +13.7% |
| 1Y | +44.7% | +49.5% | -4.8% | +16.9% |
| 3Y | +74.5% | +94.7% | -20.2% | +20.6% |
| 5Y | +52.0% | +107.4% | -55.4% | -3.3% |
| 10Y | +412.6% | +793.2% | -380.5% | +69.0% |
| All | +412.6% | +798.9% | -386.2% | +69.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling