+4,249.8%
CSX vs DRI
+8,061.0%
-3,811.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.8% | -1.5% | -2.1% |
| 7D | -2.7% | +3.7% | -6.4% | -3.8% |
| 30D | +7.0% | +13.5% | -6.5% | +2.9% |
| 3M | -0.3% | +10.4% | -10.7% | -3.6% |
| 6M | +13.5% | +19.5% | -5.9% | +6.7% |
| YTD | +41.5% | +28.2% | +13.3% | +29.5% |
| 1Y | +45.8% | +31.0% | +14.8% | +32.3% |
| 3Y | +74.4% | +67.1% | +7.3% | +44.7% |
| 5Y | +53.6% | +74.7% | -21.1% | +23.9% |
| 10Y | +465.6% | +376.2% | +89.5% | +208.2% |
| All | +4,249.8% | +8,061.0% | -3,811.1% | +1,044.7% |
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