+2,085.1%
CMCSA vs CSX
+10,157.3%
-8,072.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.4% | +1.1% | -1.0% |
| 7D | +5.0% | -5.5% | +10.6% | +7.2% |
| 30D | +16.5% | +4.9% | +11.5% | +14.4% |
| 3M | -1.6% | -2.9% | +1.3% | -0.7% |
| 6M | -5.0% | +8.3% | -13.4% | -8.3% |
| YTD | -8.3% | +36.7% | -45.0% | -18.7% |
| 1Y | +0.4% | +41.5% | -41.1% | -12.1% |
| 3Y | -31.0% | +68.6% | -99.6% | -43.8% |
| 5Y | -42.5% | +48.4% | -91.0% | -51.6% |
| 10Y | +12.6% | +446.6% | -434.0% | -42.5% |
| All | +2,085.1% | +10,157.3% | -8,072.3% | +219.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling