+1,153.7%
CSX vs DG
+635.1%
+518.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.6% | +0.2% | -1.8% |
| 7D | -2.7% | +6.1% | -8.8% | -3.9% |
| 30D | +7.0% | +11.9% | -4.9% | +4.5% |
| 3M | -0.3% | +9.3% | -9.5% | -2.3% |
| 6M | +13.5% | +19.1% | -5.6% | +8.8% |
| YTD | +41.5% | +5.9% | +35.6% | +38.5% |
| 1Y | +45.8% | +39.8% | +6.0% | +34.1% |
| 3Y | +74.4% | +23.4% | +51.0% | +57.7% |
| 5Y | +53.6% | -33.3% | +86.9% | +60.1% |
| 10Y | +465.6% | +131.0% | +334.6% | +317.1% |
| All | +1,153.7% | +635.1% | +518.6% | +536.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling