+3,647.5%
CSX vs DVA
+5,406.5%
-1,759.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.7% |
| 3M | -2.9% | +5.9% | -8.8% | -3.8% |
| 6M | +8.3% | -1.3% | +9.7% | +7.9% |
| YTD | +36.7% | +68.4% | -31.7% | +25.1% |
| 1Y | +41.5% | +57.5% | -16.0% | +30.7% |
| 3Y | +68.6% | +142.3% | -73.7% | +44.6% |
| 5Y | +48.4% | +75.0% | -26.5% | +30.6% |
| 10Y | +446.6% | +226.4% | +220.2% | +335.3% |
| All | +3,647.5% | +5,406.5% | -1,759.0% | +2,235.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling