+70.6%
CSX vs DGX
+96.8%
-26.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -2.3% | -1.2% | -1.1% | -2.0% |
| 3M | +4.3% | +19.9% | -15.6% | -0.3% |
| 6M | +23.4% | +19.2% | +4.2% | +17.9% |
| YTD | +36.4% | +37.5% | -1.1% | +25.6% |
| 1Y | +53.0% | +31.3% | +21.8% | +42.4% |
| 3Y | +70.6% | +96.6% | -26.0% | +47.5% |
| All | +70.6% | +96.8% | -26.2% | +47.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling