+2,655.3%
DELL vs CSX
+436.1%
+2,219.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.6% | +4.1% |
| 7D | -11.8% | -2.2% | -9.6% | -10.9% |
| 30D | -40.8% | +6.8% | -47.6% | -43.0% |
| 3M | -23.6% | +0.7% | -24.3% | -24.2% |
| 6M | +33.4% | +13.3% | +20.1% | +23.9% |
| YTD | +178.0% | +40.5% | +137.5% | +130.9% |
| 1Y | +138.6% | +44.7% | +93.9% | +95.4% |
| 3Y | +400.9% | +74.5% | +326.4% | +267.4% |
| 5Y | +580.7% | +52.0% | +528.7% | +429.6% |
| 10Y | +2,655.3% | +412.6% | +2,242.6% | +1,560.5% |
| All | +2,655.3% | +436.1% | +2,219.2% | +1,560.5% |
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