+3,599.5%
CSX vs DLR
+3,551.7%
+47.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.6% | +0.1% | +1.7% |
| 7D | +0.1% | +2.8% | -2.7% | -1.0% |
| 30D | +9.7% | +2.8% | +7.0% | +8.3% |
| 3M | +2.3% | -4.0% | +6.3% | +3.3% |
| 6M | +17.1% | -5.6% | +22.7% | +18.2% |
| YTD | +44.9% | +21.9% | +22.9% | +32.4% |
| 1Y | +47.1% | +13.0% | +34.1% | +38.1% |
| 3Y | +78.6% | +52.2% | +26.3% | +44.8% |
| 5Y | +57.2% | +40.3% | +16.9% | +27.6% |
| 10Y | +479.2% | +186.1% | +293.1% | +228.4% |
| All | +3,599.5% | +3,551.7% | +47.9% | +700.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 DLR 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