+139.5%
CSX vs DT
+70.4%
+69.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.3% |
| 7D | -5.5% | -24.7% | +19.2% | -1.1% |
| 30D | +4.9% | -27.4% | +32.3% | +10.4% |
| 3M | -2.9% | -11.1% | +8.3% | -1.5% |
| 6M | +8.3% | +13.7% | -5.3% | +4.4% |
| YTD | +36.7% | +0.2% | +36.5% | +33.8% |
| 1Y | +41.5% | -5.7% | +47.2% | +40.1% |
| 3Y | +68.6% | -8.1% | +76.7% | +65.4% |
| 5Y | +48.4% | -43.1% | +91.5% | +54.5% |
| All | +139.5% | +70.4% | +69.1% | +74.2% |
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