+145.3%
DELL vs CSX
+45.3%
+100.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.8% | +2.6% | +4.9% |
| 7D | -11.8% | -2.2% | -9.6% | -11.4% |
| 30D | -40.8% | +6.8% | -47.6% | -41.5% |
| 3M | -23.6% | +0.7% | -24.3% | -22.9% |
| 6M | +33.4% | +13.3% | +20.1% | +28.5% |
| YTD | +178.0% | +40.5% | +137.5% | +126.2% |
| All | +145.3% | +45.3% | +100.0% | +86.1% |
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