+59.2%
CSX vs DOW
-27.1%
+86.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.9% | +0.5% |
| 7D | +3.1% | +3.7% | -0.6% | +2.2% |
| 30D | +9.7% | +16.3% | -6.6% | +5.5% |
| 3M | +4.9% | +9.7% | -4.8% | +2.2% |
| 6M | +18.4% | -14.1% | +32.4% | +22.5% |
| YTD | +45.9% | +46.6% | -0.7% | +24.9% |
| 1Y | +50.0% | +56.8% | -6.9% | +25.2% |
| 3Y | +78.0% | -20.4% | +98.4% | +89.2% |
| 5Y | +59.2% | -27.4% | +86.6% | +77.0% |
| All | +59.2% | -27.1% | +86.3% | +77.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling