+71.5%
CSX vs DOW
-24.2%
+95.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.4% | +4.2% | +3.0% |
| 7D | -2.2% | -9.4% | +7.2% | -0.6% |
| 30D | +6.8% | +8.9% | -2.1% | +5.3% |
| 3M | +0.7% | +6.7% | -6.1% | -0.6% |
| 6M | +13.3% | -14.2% | +27.4% | +15.7% |
| YTD | +40.5% | +36.9% | +3.6% | +27.2% |
| 1Y | +44.7% | +45.8% | -1.1% | +28.7% |
| All | +71.5% | -24.2% | +95.7% | +81.4% |
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