+413.4%
CSX vs DGX
+278.3%
+135.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.6% |
| 7D | -0.3% | +1.2% | -1.5% | -0.7% |
| 30D | +8.7% | +11.2% | -2.5% | +4.2% |
| 3M | +4.2% | +9.3% | -5.1% | +0.4% |
| 6M | +16.7% | +37.4% | -20.7% | +2.3% |
| YTD | +44.5% | +51.6% | -7.1% | +21.0% |
| 1Y | +50.3% | +39.3% | +11.0% | +30.3% |
| 3Y | +76.3% | +106.1% | -29.8% | +27.3% |
| 5Y | +58.1% | +92.2% | -34.1% | +15.7% |
| All | +413.4% | +278.3% | +135.1% | +199.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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