+78.3%
CSX vs DOW
-20.1%
+98.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.6% |
| 7D | +6.0% | +5.2% | +0.7% | +5.1% |
| 30D | +7.8% | +13.2% | -5.4% | +5.6% |
| 3M | +4.1% | +10.1% | -6.0% | +2.3% |
| 6M | +17.9% | -13.1% | +31.0% | +20.4% |
| YTD | +44.9% | +46.1% | -1.2% | +29.7% |
| 1Y | +51.1% | +50.0% | +1.1% | +34.2% |
| 3Y | +78.3% | -20.2% | +98.5% | +86.6% |
| All | +78.3% | -20.1% | +98.3% | +86.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling