+74.7%
CSX vs DTE
+48.5%
+26.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | -3.4% | +0.2% | -3.5% | -3.4% |
| 30D | -3.1% | -2.6% | -0.5% | -2.2% |
| 3M | +7.2% | -3.9% | +11.1% | +8.6% |
| 6M | +16.2% | -7.9% | +24.1% | +19.4% |
| YTD | +37.5% | +7.2% | +30.4% | +33.6% |
| 1Y | +53.2% | +3.1% | +50.2% | +51.0% |
| All | +74.7% | +48.5% | +26.3% | +49.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling