+149.0%
CSX vs DT
+70.5%
+78.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.4% |
| 7D | +0.7% | -7.5% | +8.2% | +2.0% |
| 30D | +8.1% | -31.5% | +39.6% | +14.9% |
| 3M | +2.2% | -14.0% | +16.2% | +4.3% |
| 6M | +14.6% | +6.9% | +7.7% | +11.7% |
| YTD | +42.2% | +0.3% | +41.8% | +39.1% |
| 1Y | +47.3% | -6.9% | +54.2% | +46.2% |
| 3Y | +73.5% | -13.9% | +87.4% | +72.4% |
| 5Y | +54.1% | -39.9% | +94.0% | +58.6% |
| All | +149.0% | +70.5% | +78.5% | +81.1% |
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