+2,236.9%
CMCSA vs CSX
+10,217.9%
-7,981.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.9% |
| 7D | -2.1% | -3.4% | +1.3% | -0.9% |
| 30D | +7.0% | -3.1% | +10.1% | +8.2% |
| 3M | +15.1% | +7.2% | +7.9% | +11.8% |
| 6M | -15.4% | +16.2% | -31.5% | -20.2% |
| YTD | -1.9% | +37.5% | -39.4% | -13.1% |
| 1Y | -12.7% | +53.2% | -65.9% | -25.9% |
| 3Y | -31.0% | +68.2% | -99.2% | -43.8% |
| 5Y | -46.1% | +65.2% | -111.3% | -56.3% |
| 10Y | +10.8% | +504.1% | -493.3% | -45.3% |
| All | +2,236.9% | +10,217.9% | -7,981.0% | +240.8% |
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 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