+388.0%
DELL vs CSX
+77.5%
+310.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -0.7% | -6.5% | -6.9% |
| 7D | +4.9% | +6.0% | -1.1% | +2.4% |
| 30D | -32.1% | +7.8% | -39.9% | -34.4% |
| 3M | -30.2% | +4.1% | -34.3% | -31.5% |
| 6M | +41.7% | +17.9% | +23.8% | +29.6% |
| YTD | +176.6% | +44.9% | +131.7% | +124.6% |
| 1Y | +159.9% | +51.1% | +108.8% | +106.1% |
| 3Y | +388.0% | +78.3% | +309.7% | +295.2% |
| All | +388.0% | +77.5% | +310.5% | +295.2% |
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