+319.1%
DELL vs CSX
+55.3%
+263.8%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.6% | +1.3% |
| 7D | +14.9% | -3.4% | +18.3% | +16.0% |
| 30D | +13.3% | -3.1% | +16.4% | +14.3% |
| 3M | +24.4% | +7.2% | +17.2% | +22.9% |
| 6M | +258.0% | +16.2% | +241.8% | +242.5% |
| YTD | +320.2% | +37.5% | +282.6% | +273.1% |
| 1Y | +319.1% | +53.2% | +265.8% | +266.3% |
| All | +319.1% | +55.3% | +263.8% | +266.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling