+377.0%
DELL vs CSX
+68.4%
+308.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -3.4% | +7.0% | +5.1% |
| 7D | -22.6% | -5.5% | -17.1% | -20.7% |
| 30D | -43.2% | +4.9% | -48.1% | -44.6% |
| 3M | -24.8% | -2.9% | -22.0% | -24.0% |
| 6M | +38.0% | +8.3% | +29.6% | +31.3% |
| YTD | +163.7% | +36.7% | +127.0% | +119.4% |
| 1Y | +122.5% | +41.5% | +81.0% | +81.6% |
| 3Y | +377.0% | +68.6% | +308.3% | +288.3% |
| All | +377.0% | +68.4% | +308.5% | +288.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling