+159.9%
DELL vs CSX
+49.3%
+110.6%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.7% | -6.5% | -7.0% |
| 7D | +4.9% | +6.0% | -1.1% | +3.8% |
| 30D | -32.1% | +7.8% | -39.9% | -32.7% |
| 3M | -30.2% | +4.1% | -34.3% | -30.0% |
| 6M | +41.7% | +17.9% | +23.8% | +35.7% |
| YTD | +176.6% | +44.9% | +131.7% | +128.8% |
| 1Y | +159.9% | +51.1% | +108.8% | +101.1% |
| All | +159.9% | +49.3% | +110.6% | +101.1% |
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