+153.0%
CSX vs DT
+73.5%
+79.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | -0.1% | +1.3% |
| 7D | -0.3% | -5.4% | +5.1% | +0.7% |
| 30D | +8.7% | -32.2% | +40.9% | +15.8% |
| 3M | +4.2% | -10.9% | +15.1% | +5.7% |
| 6M | +16.7% | +10.0% | +6.7% | +13.2% |
| YTD | +44.5% | +2.1% | +42.4% | +41.0% |
| 1Y | +50.3% | -5.5% | +55.8% | +48.8% |
| 3Y | +76.3% | -12.4% | +88.7% | +74.7% |
| 5Y | +58.1% | -39.7% | +97.8% | +62.7% |
| All | +153.0% | +73.5% | +79.5% | +83.5% |
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