+67.8%
CSX vs DT
-27.0%
+94.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -3.4% | -3.3% | -0.1% | -3.0% |
| 30D | -3.1% | +2.0% | -5.1% | -3.4% |
| 3M | +7.2% | +20.0% | -12.8% | +4.2% |
| 6M | +16.2% | +39.3% | -23.1% | +9.7% |
| YTD | +37.5% | +19.8% | +17.8% | +32.9% |
| 1Y | +53.2% | +4.3% | +49.0% | +51.5% |
| 3Y | +68.2% | +7.7% | +60.5% | +63.4% |
| All | +67.8% | -27.0% | +94.8% | +59.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling