+48.2%
CSX vs DVA
+75.9%
-27.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.1% |
| 7D | -5.5% | +2.1% | -7.6% | -5.8% |
| 30D | +4.9% | +8.2% | -3.3% | +3.8% |
| 3M | -2.9% | +5.9% | -8.8% | -3.7% |
| 6M | +8.3% | -1.3% | +9.7% | +7.8% |
| YTD | +36.7% | +68.4% | -31.7% | +25.2% |
| 1Y | +41.5% | +57.5% | -16.0% | +30.8% |
| 3Y | +68.6% | +142.3% | -73.7% | +44.9% |
| All | +48.2% | +75.9% | -27.7% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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