+8.2%
CMCSA vs CSX
+436.1%
-427.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.8% | -2.3% | -0.6% |
| 7D | +2.7% | -2.2% | +4.9% | +3.6% |
| 30D | +18.6% | +6.8% | +11.8% | +15.4% |
| 3M | -1.8% | +0.7% | -2.5% | -2.3% |
| 6M | -0.7% | +13.3% | -13.9% | -6.2% |
| YTD | -7.8% | +40.5% | -48.3% | -20.5% |
| 1Y | +0.7% | +44.7% | -43.9% | -14.2% |
| 3Y | -28.0% | +74.5% | -102.5% | -43.9% |
| 5Y | -42.1% | +52.0% | -94.1% | -53.1% |
| 10Y | +8.2% | +412.6% | -404.5% | -35.2% |
| All | +8.2% | +436.1% | -427.9% | -35.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling