+1,118.7%
CSX vs DG
+606.1%
+512.6%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.5% | -0.6% | +0.6% |
| 7D | -3.4% | +8.4% | -11.8% | -5.0% |
| 30D | -3.1% | +4.9% | -8.0% | -4.1% |
| 3M | +7.2% | +29.3% | -22.2% | +1.3% |
| 6M | +16.2% | -11.3% | +27.4% | +18.3% |
| YTD | +37.5% | +1.8% | +35.8% | +36.0% |
| 1Y | +53.2% | +25.3% | +27.9% | +44.3% |
| 3Y | +68.2% | +9.1% | +59.2% | +56.7% |
| 5Y | +65.2% | -34.9% | +100.1% | +73.0% |
| 10Y | +504.1% | +108.2% | +396.0% | +356.8% |
| All | +1,118.7% | +606.1% | +512.6% | +524.8% |
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 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