+504.6%
CSX vs DG
+109.0%
+395.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -3.4% | +8.4% | -11.8% | -4.8% |
| 30D | -3.1% | +4.9% | -8.0% | -4.0% |
| 3M | +7.2% | +29.3% | -22.2% | +1.9% |
| 6M | +16.2% | -11.3% | +27.4% | +18.2% |
| YTD | +37.5% | +1.8% | +35.8% | +36.2% |
| 1Y | +53.2% | +25.3% | +27.9% | +45.2% |
| 3Y | +68.2% | +9.1% | +59.2% | +58.2% |
| 5Y | +65.2% | -34.9% | +100.1% | +76.7% |
| All | +504.6% | +109.0% | +395.6% | +352.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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