+482.4%
CSX vs DTE
+138.6%
+343.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | +0.6% | +0.9% | -0.3% | +0.1% |
| 30D | -2.3% | -1.9% | -0.4% | -1.4% |
| 3M | +4.3% | -3.3% | +7.6% | +5.9% |
| 6M | +23.4% | -7.1% | +30.5% | +27.8% |
| YTD | +36.4% | +8.1% | +28.3% | +30.1% |
| 1Y | +53.0% | +5.3% | +47.8% | +47.9% |
| 3Y | +70.6% | +48.2% | +22.5% | +34.2% |
| 5Y | +65.5% | +33.2% | +32.2% | +36.9% |
| 10Y | +482.4% | +137.5% | +344.9% | +270.2% |
| All | +482.4% | +138.6% | +343.8% | +270.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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