+0.4%
CMCSA vs CSX
+41.0%
-40.6%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.1% | -1.3% |
| 7D | +5.0% | -5.5% | +10.6% | +6.7% |
| 30D | +16.5% | +4.9% | +11.5% | +14.9% |
| 3M | -1.6% | -2.9% | +1.3% | -1.0% |
| 6M | -5.0% | +8.3% | -13.4% | -9.2% |
| YTD | -8.3% | +36.7% | -45.0% | -15.3% |
| 1Y | +0.4% | +41.5% | -41.1% | -9.8% |
| All | +0.4% | +41.0% | -40.6% | -9.8% |
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