+10,105.9%
CSX vs DUK
+2,745.4%
+7,360.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +0.9% |
| 7D | +0.7% | +1.9% | -1.2% | 0.0% |
| 30D | +8.1% | +10.5% | -2.5% | +4.0% |
| 3M | +2.2% | +7.3% | -5.1% | -0.6% |
| 6M | +14.6% | +5.7% | +8.9% | +12.0% |
| YTD | +42.2% | +12.9% | +29.3% | +35.3% |
| 1Y | +47.3% | +8.6% | +38.7% | +42.1% |
| 3Y | +73.5% | +63.5% | +10.0% | +40.8% |
| 5Y | +54.1% | +52.4% | +1.7% | +27.9% |
| 10Y | +409.0% | +157.4% | +251.5% | +241.8% |
| All | +10,105.9% | +2,745.4% | +7,360.5% | +2,400.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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