+132.5%
CSX vs DOW
-10.0%
+142.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.6% |
| 7D | +0.7% | -6.8% | +7.5% | +3.3% |
| 30D | +8.1% | +10.8% | -2.7% | +3.9% |
| 3M | +2.2% | +4.1% | -1.9% | +0.2% |
| 6M | +14.6% | -12.7% | +27.4% | +19.1% |
| YTD | +42.2% | +39.2% | +3.0% | +18.3% |
| 1Y | +47.3% | +49.5% | -2.2% | +18.3% |
| 3Y | +73.5% | -24.4% | +97.9% | +81.2% |
| 5Y | +54.1% | -29.6% | +83.7% | +64.1% |
| All | +132.5% | -10.0% | +142.5% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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