+2,141.5%
CMCSA vs CSX
+10,737.9%
-8,596.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.6% | -0.5% | +0.5% |
| 7D | +0.7% | -0.3% | +1.0% | +0.8% |
| 30D | +21.0% | +8.7% | +12.3% | +17.3% |
| 3M | -0.9% | +4.2% | -5.1% | -2.5% |
| 6M | +2.9% | +16.7% | -13.8% | -3.2% |
| YTD | -5.9% | +44.5% | -50.4% | -18.2% |
| 1Y | +2.5% | +50.3% | -47.8% | -12.3% |
| 3Y | -28.3% | +76.3% | -104.6% | -42.6% |
| 5Y | -40.8% | +58.1% | -98.9% | -51.2% |
| 10Y | +5.4% | +416.4% | -411.0% | -45.1% |
| All | +2,141.5% | +10,737.9% | -8,596.4% | +220.9% |
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