+72.2%
CSX vs DT
+9.0%
+63.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.0% |
| 7D | -3.4% | -3.3% | -0.1% | -3.1% |
| 30D | -3.1% | +2.0% | -5.1% | -3.3% |
| 3M | +7.2% | +20.0% | -12.8% | +5.1% |
| 6M | +16.2% | +39.3% | -23.1% | +11.4% |
| YTD | +37.5% | +19.8% | +17.8% | +35.3% |
| 1Y | +53.2% | +4.3% | +49.0% | +54.9% |
| All | +72.2% | +9.0% | +63.3% | +70.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling