+1,111.5%
CSX vs DG
+612.5%
+499.1%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.1% | -0.3% | -2.7% |
| 7D | -5.5% | +1.1% | -6.6% | -5.8% |
| 30D | +4.9% | +9.5% | -4.6% | +3.0% |
| 3M | -2.9% | +5.5% | -8.3% | -4.1% |
| 6M | +8.3% | +16.1% | -7.8% | +4.3% |
| YTD | +36.7% | +2.7% | +34.1% | +34.7% |
| 1Y | +41.5% | +42.1% | -0.6% | +29.7% |
| 3Y | +68.6% | +19.3% | +49.4% | +53.6% |
| 5Y | +48.4% | -35.3% | +83.8% | +55.7% |
| 10Y | +446.6% | +123.9% | +322.7% | +305.6% |
| All | +1,111.5% | +612.5% | +499.1% | +519.0% |
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