+146.1%
CSX vs DT
+72.4%
+73.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +1.2% | +1.5% | +2.6% |
| 7D | -2.2% | -20.2% | +18.0% | +1.4% |
| 30D | +6.8% | -30.8% | +37.6% | +13.3% |
| 3M | +0.7% | -10.2% | +10.9% | +2.0% |
| 6M | +13.3% | +8.0% | +5.2% | +10.2% |
| YTD | +40.5% | +1.5% | +39.1% | +37.2% |
| 1Y | +44.7% | -6.9% | +51.6% | +43.7% |
| 3Y | +74.5% | -10.9% | +85.4% | +72.3% |
| 5Y | +52.0% | -42.2% | +94.2% | +57.7% |
| All | +146.1% | +72.4% | +73.7% | +78.7% |
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