+416.4%
CSX vs DG
+111.9%
+304.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.3% | -3.0% | +2.7% | +0.3% |
| 30D | +8.7% | +8.6% | +0.1% | +7.1% |
| 3M | +4.2% | +15.0% | -10.8% | +1.5% |
| 6M | +16.7% | +32.7% | -16.0% | +10.3% |
| YTD | +44.5% | +5.5% | +39.0% | +42.0% |
| 1Y | +50.3% | +34.6% | +15.7% | +40.7% |
| 3Y | +76.3% | +24.2% | +52.1% | +60.7% |
| 5Y | +58.1% | -32.3% | +90.4% | +67.6% |
| 10Y | +416.4% | +111.1% | +305.3% | +309.3% |
| All | +416.4% | +111.9% | +304.5% | +309.3% |
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