+4,152.8%
CSX vs DLTR
+11,615.8%
-7,463.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.9% | +1.6% | -2.5% |
| 7D | -5.5% | -2.0% | -3.5% | -5.3% |
| 30D | +4.9% | +12.8% | -7.8% | +2.8% |
| 3M | -2.9% | +1.1% | -4.0% | -3.3% |
| 6M | +8.3% | +35.9% | -27.5% | +1.9% |
| YTD | +36.7% | +6.6% | +30.1% | +33.6% |
| 1Y | +41.5% | +28.6% | +12.9% | +33.7% |
| 3Y | +68.6% | +14.0% | +54.6% | +58.1% |
| 5Y | +48.4% | +19.2% | +29.2% | +35.4% |
| 10Y | +446.6% | +78.1% | +368.5% | +350.8% |
| All | +4,152.8% | +11,615.8% | -7,463.0% | +1,836.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling