+140.9%
CSX vs DT
+103.5%
+37.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.6% | +2.5% | +1.1% |
| 7D | -3.4% | -3.3% | -0.1% | -2.8% |
| 30D | -3.1% | +2.0% | -5.1% | -3.5% |
| 3M | +7.2% | +20.0% | -12.8% | +3.3% |
| 6M | +16.2% | +39.3% | -23.1% | +8.0% |
| YTD | +37.5% | +19.8% | +17.8% | +31.2% |
| 1Y | +53.2% | +4.3% | +49.0% | +50.0% |
| 3Y | +68.2% | +7.7% | +60.5% | +61.2% |
| 5Y | +65.2% | -26.8% | +92.1% | +64.3% |
| All | +140.9% | +103.5% | +37.3% | +70.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling