+427.3%
CSX vs DE
+778.6%
-351.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.3% | -4.6% | -3.9% |
| 7D | -5.5% | -0.6% | -5.0% | -5.3% |
| 30D | +4.9% | +2.3% | +2.7% | +3.7% |
| 3M | -2.9% | +9.5% | -12.4% | -7.4% |
| 6M | +8.3% | +14.1% | -5.7% | +0.6% |
| YTD | +36.7% | +45.4% | -8.7% | +12.1% |
| 1Y | +41.5% | +42.9% | -1.4% | +16.7% |
| 3Y | +68.6% | +84.8% | -16.2% | +19.4% |
| 5Y | +48.4% | +101.8% | -53.4% | -4.5% |
| All | +427.3% | +778.6% | -351.3% | +73.5% |
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