+694.6%
DELL vs CSX
+68.3%
+626.3%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.3% |
| 7D | +25.6% | +0.6% | +25.0% | +25.2% |
| 30D | +17.7% | -2.3% | +19.9% | +19.1% |
| 3M | +33.4% | +4.3% | +29.1% | +30.6% |
| 6M | +266.2% | +23.4% | +242.8% | +224.8% |
| YTD | +328.0% | +36.4% | +291.6% | +259.5% |
| 1Y | +339.6% | +53.0% | +286.5% | +244.3% |
| 3Y | +694.6% | +70.6% | +624.0% | +500.5% |
| All | +694.6% | +68.3% | +626.3% | +500.5% |
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 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