+138.5%
CSX vs DOW
-5.2%
+143.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.3% |
| 7D | +3.1% | +3.7% | -0.6% | +1.7% |
| 30D | +9.7% | +16.3% | -6.6% | +3.6% |
| 3M | +4.9% | +9.7% | -4.8% | +0.9% |
| 6M | +18.4% | -14.1% | +32.4% | +24.0% |
| YTD | +45.9% | +46.6% | -0.7% | +19.0% |
| 1Y | +50.0% | +56.8% | -6.9% | +18.4% |
| 3Y | +78.0% | -20.4% | +98.4% | +82.4% |
| 5Y | +59.2% | -27.4% | +86.6% | +68.1% |
| All | +138.5% | -5.2% | +143.7% | +79.2% |
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