+48.2%
CSX vs DTE
+39.5%
+8.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -5.5% | -0.3% | -5.2% | -5.4% |
| 30D | +4.9% | +6.2% | -1.2% | +2.2% |
| 3M | -2.9% | -2.6% | -0.2% | -1.8% |
| 6M | +8.3% | -3.5% | +11.9% | +9.8% |
| YTD | +36.7% | +7.4% | +29.4% | +31.7% |
| 1Y | +41.5% | +4.2% | +37.3% | +38.1% |
| 3Y | +68.6% | +51.7% | +16.9% | +34.9% |
| All | +48.2% | +39.5% | +8.7% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling