+129.8%
CSX vs DOW
-11.5%
+141.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.3% |
| 7D | -2.2% | -9.4% | +7.2% | +1.4% |
| 30D | +6.8% | +8.9% | -2.1% | +3.3% |
| 3M | +0.7% | +6.7% | -6.1% | -2.3% |
| 6M | +13.3% | -14.2% | +27.4% | +18.5% |
| YTD | +40.5% | +36.9% | +3.6% | +17.6% |
| 1Y | +44.7% | +45.8% | -1.1% | +17.4% |
| 3Y | +74.5% | -23.9% | +98.4% | +81.3% |
| 5Y | +52.0% | -30.8% | +82.8% | +62.9% |
| All | +129.8% | -11.5% | +141.3% | +77.1% |
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