-40.2%
CMCSA vs CSX
+57.8%
-97.9%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.1% | +1.7% |
| 7D | +3.2% | +6.0% | -2.8% | +0.7% |
| 30D | +19.5% | +7.8% | +11.7% | +15.7% |
| 3M | -2.4% | +4.1% | -6.5% | -4.2% |
| 6M | +3.8% | +17.9% | -14.1% | -4.1% |
| YTD | -5.4% | +44.9% | -50.3% | -20.2% |
| 1Y | +1.1% | +51.1% | -50.0% | -16.4% |
| 3Y | -27.1% | +78.3% | -105.4% | -45.3% |
| All | -40.2% | +57.8% | -97.9% | -55.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling