+2,876.0%
DELL vs CSX
+419.3%
+2,456.7%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.0% | -1.6% | -1.1% |
| 7D | +17.1% | +3.1% | +14.0% | +15.4% |
| 30D | -35.1% | +9.7% | -44.8% | -38.2% |
| 3M | -23.3% | +4.9% | -28.2% | -25.4% |
| 6M | +55.8% | +18.4% | +37.5% | +41.6% |
| YTD | +198.0% | +45.9% | +152.1% | +143.1% |
| 1Y | +166.6% | +50.0% | +116.6% | +114.6% |
| 3Y | +427.6% | +78.0% | +349.6% | +283.4% |
| 5Y | +630.6% | +59.2% | +571.5% | +456.1% |
| All | +2,876.0% | +419.3% | +2,456.7% | +1,640.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling