+45.6%
CSX vs DG
+40.4%
+5.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.2% | +0.6% | +2.5% |
| 7D | -2.2% | +0.7% | -2.9% | -2.3% |
| 30D | +6.8% | +7.4% | -0.6% | +6.1% |
| 3M | +0.7% | +8.5% | -7.8% | -0.1% |
| 6M | +13.3% | +21.9% | -8.6% | +10.9% |
| YTD | +40.5% | +4.9% | +35.6% | +41.3% |
| All | +45.6% | +40.4% | +5.2% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling