+4,128.3%
CSX vs DRI
+7,577.6%
-3,449.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -3.4% | +0.6% | -4.0% | -3.6% |
| 30D | -3.1% | +3.8% | -6.9% | -4.4% |
| 3M | +7.2% | +13.0% | -5.8% | +2.7% |
| 6M | +16.2% | +8.3% | +7.9% | +12.5% |
| YTD | +37.5% | +20.6% | +16.9% | +28.5% |
| 1Y | +53.2% | +6.5% | +46.8% | +48.4% |
| 3Y | +68.2% | +53.7% | +14.5% | +43.4% |
| 5Y | +65.2% | +72.7% | -7.4% | +33.7% |
| 10Y | +504.1% | +363.2% | +141.0% | +232.5% |
| All | +4,128.3% | +7,577.6% | -3,449.3% | +1,035.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling