+153.7%
CSX vs DT
+75.7%
+78.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.4% | -0.6% |
| 7D | +6.0% | +3.1% | +2.8% | +5.4% |
| 30D | +7.8% | -29.5% | +37.3% | +14.1% |
| 3M | +4.1% | -11.7% | +15.8% | +5.7% |
| 6M | +17.9% | +29.0% | -11.1% | +11.3% |
| YTD | +44.9% | +3.4% | +41.5% | +41.1% |
| 1Y | +51.1% | -4.2% | +55.4% | +49.3% |
| 3Y | +78.3% | -12.8% | +91.1% | +76.9% |
| 5Y | +58.1% | -39.6% | +97.7% | +62.7% |
| All | +153.7% | +75.7% | +78.1% | +83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling