+53.0%
CSX vs DE
+45.5%
+7.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.4% |
| 7D | +0.6% | +0.7% | -0.1% | +0.5% |
| 30D | -2.3% | +9.6% | -11.9% | -4.4% |
| 3M | +4.3% | +19.0% | -14.7% | -0.4% |
| 6M | +23.4% | +16.1% | +7.3% | +18.5% |
| YTD | +36.4% | +47.0% | -10.6% | +22.5% |
| 1Y | +53.0% | +43.1% | +9.9% | +42.3% |
| All | +53.0% | +45.5% | +7.6% | +42.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling