+8.3%
CSX vs DVA
+13.0%
-4.7%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.8% | -1.6% | -3.2% |
| 7D | -5.5% | +2.1% | -7.6% | -5.7% |
| 30D | +4.9% | +8.2% | -3.3% | +4.4% |
| 3M | -2.9% | +5.9% | -8.8% | -3.4% |
| 6M | +8.3% | -1.3% | +9.7% | +11.1% |
| All | +8.3% | +13.0% | -4.7% | +11.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling