+3,387.0%
CSX vs DGX
+9,745.8%
-6,358.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.6% | +1.2% | +2.4% |
| 7D | -2.2% | +3.5% | -5.7% | -3.1% |
| 30D | +6.8% | +12.4% | -5.6% | +3.7% |
| 3M | +0.7% | +9.3% | -8.7% | -1.6% |
| 6M | +13.3% | +39.7% | -26.4% | +3.9% |
| YTD | +40.5% | +52.2% | -11.6% | +25.8% |
| 1Y | +44.7% | +47.1% | -2.4% | +30.5% |
| 3Y | +74.5% | +108.8% | -34.3% | +43.1% |
| 5Y | +52.0% | +101.4% | -49.4% | +24.9% |
| 10Y | +412.6% | +293.1% | +119.6% | +255.5% |
| All | +3,387.0% | +9,745.8% | -6,358.8% | +1,526.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling