+9,772.3%
CSX vs DE
+14,847.5%
-5,075.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.4% | +10.0% | -13.4% | -7.5% |
| 30D | -3.1% | +13.3% | -16.4% | -8.6% |
| 3M | +7.2% | +17.5% | -10.3% | -1.0% |
| 6M | +16.2% | +13.6% | +2.6% | +8.4% |
| YTD | +37.5% | +49.8% | -12.2% | +13.0% |
| 1Y | +53.2% | +47.9% | +5.4% | +26.2% |
| 3Y | +68.2% | +72.5% | -4.3% | +26.6% |
| 5Y | +65.2% | +90.2% | -25.0% | +14.7% |
| 10Y | +504.1% | +865.4% | -361.2% | +98.6% |
| All | +9,772.3% | +14,847.5% | -5,075.2% | +994.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling