+414.9%
CSX vs DLTR
+76.3%
+338.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.2% |
| 7D | +6.0% | +5.3% | +0.7% | +5.0% |
| 30D | +7.8% | +13.4% | -5.6% | +5.3% |
| 3M | +4.1% | +6.6% | -2.5% | +2.6% |
| 6M | +17.9% | +59.1% | -41.2% | +6.9% |
| YTD | +44.9% | +12.3% | +32.6% | +40.0% |
| 1Y | +51.1% | +33.9% | +17.3% | +40.9% |
| 3Y | +78.3% | +23.0% | +55.3% | +64.4% |
| 5Y | +58.1% | +22.1% | +36.0% | +41.0% |
| All | +414.9% | +76.3% | +338.7% | +315.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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