+48.2%
CSX vs DRI
+74.0%
-25.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.1% |
| 7D | -5.5% | +2.8% | -8.3% | -6.3% |
| 30D | +4.9% | +13.3% | -8.3% | +1.1% |
| 3M | -2.9% | +8.2% | -11.0% | -5.4% |
| 6M | +8.3% | +17.5% | -9.2% | +2.4% |
| YTD | +36.7% | +26.9% | +9.8% | +25.2% |
| 1Y | +41.5% | +31.6% | +9.9% | +27.8% |
| 3Y | +68.6% | +67.0% | +1.7% | +38.1% |
| All | +48.2% | +74.0% | -25.8% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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