+67.8%
CSX vs DE
+92.1%
-24.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.4% | +10.0% | -13.4% | -6.3% |
| 30D | -3.1% | +13.3% | -16.4% | -7.0% |
| 3M | +7.2% | +17.5% | -10.3% | +1.4% |
| 6M | +16.2% | +13.6% | +2.6% | +10.8% |
| YTD | +37.5% | +49.8% | -12.2% | +19.5% |
| 1Y | +53.2% | +47.9% | +5.4% | +33.4% |
| 3Y | +68.2% | +72.5% | -4.3% | +37.3% |
| All | +67.8% | +92.1% | -24.3% | +31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling