+57.2%
CSX vs DOCS
-53.1%
+110.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.3% | -3.7% | +2.3% |
| 7D | +0.1% | +1.2% | -1.1% | +0.1% |
| 30D | +9.7% | +21.3% | -11.6% | +8.6% |
| 3M | +2.3% | +58.4% | -56.1% | -0.5% |
| 6M | +17.1% | +39.3% | -22.2% | +14.3% |
| YTD | +44.9% | -21.7% | +66.6% | +46.7% |
| 1Y | +47.1% | -47.3% | +94.4% | +53.0% |
| 3Y | +78.6% | +58.2% | +20.4% | +66.7% |
| 5Y | +57.2% | -52.3% | +109.5% | +48.9% |
| All | +57.2% | -53.1% | +110.4% | +48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 5y: compounded portfolio wealth divided by compounded DOCS 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…
5y analysis · Full analysis span regression · 6 months rolling