+10,105.9%
CSX vs DTE
+3,601.1%
+6,504.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.0% |
| 7D | +0.7% | +3.5% | -2.8% | -1.0% |
| 30D | +8.1% | +9.5% | -1.4% | +3.4% |
| 3M | +2.2% | +2.5% | -0.4% | +0.9% |
| 6M | +14.6% | +0.6% | +14.1% | +14.0% |
| YTD | +42.2% | +10.5% | +31.7% | +34.6% |
| 1Y | +47.3% | +3.3% | +44.0% | +44.2% |
| 3Y | +73.5% | +56.3% | +17.2% | +36.0% |
| 5Y | +54.1% | +44.9% | +9.2% | +24.4% |
| 10Y | +409.0% | +149.2% | +259.8% | +204.6% |
| All | +10,105.9% | +3,601.1% | +6,504.8% | +1,559.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling