+67.8%
CSX vs DOW
-37.6%
+105.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.0% | +3.9% | +1.6% |
| 7D | -3.4% | -2.4% | -1.0% | -2.9% |
| 30D | -3.1% | +0.4% | -3.5% | -3.4% |
| 3M | +7.2% | -14.4% | +21.6% | +10.9% |
| 6M | +16.2% | -7.0% | +23.1% | +15.3% |
| YTD | +37.5% | +30.2% | +7.3% | +21.9% |
| 1Y | +53.2% | +29.2% | +24.0% | +34.8% |
| 3Y | +68.2% | -36.7% | +104.9% | +93.3% |
| All | +67.8% | -37.6% | +105.4% | +91.7% |
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