+68.6%
CSX vs DOW
-24.9%
+93.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.1% |
| 7D | -5.5% | -9.5% | +4.0% | -4.0% |
| 30D | +4.9% | +13.1% | -8.1% | +2.8% |
| 3M | -2.9% | +4.8% | -7.7% | -3.8% |
| 6M | +8.3% | -16.7% | +25.0% | +11.4% |
| YTD | +36.7% | +38.9% | -2.1% | +23.4% |
| 1Y | +41.5% | +48.3% | -6.8% | +25.5% |
| 3Y | +68.6% | -24.4% | +93.0% | +78.1% |
| All | +68.6% | -24.9% | +93.6% | +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 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