+482.4%
CSX vs DE
+849.6%
-367.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | 0.0% |
| 7D | +0.6% | +0.7% | -0.1% | +0.3% |
| 30D | -2.3% | +9.6% | -11.9% | -6.7% |
| 3M | +4.3% | +19.0% | -14.7% | -4.5% |
| 6M | +23.4% | +16.1% | +7.3% | +13.6% |
| YTD | +36.4% | +47.0% | -10.6% | +11.5% |
| 1Y | +53.0% | +43.1% | +9.9% | +26.2% |
| 3Y | +70.6% | +77.5% | -6.9% | +23.4% |
| 5Y | +65.5% | +96.4% | -30.9% | +7.9% |
| 10Y | +482.4% | +852.9% | -370.5% | +71.6% |
| All | +482.4% | +849.6% | -367.2% | +71.6% |
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