+34.2%
DIS vs CSX
+440.0%
-405.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.4% | +3.0% | +1.1% |
| 7D | +5.2% | -5.5% | +10.8% | +7.9% |
| 30D | +11.5% | +4.9% | +6.5% | +8.9% |
| 3M | +11.5% | -2.9% | +14.4% | +12.7% |
| 6M | +8.9% | +8.3% | +0.5% | +4.0% |
| YTD | +3.4% | +36.7% | -33.3% | -11.9% |
| 1Y | +7.2% | +41.5% | -34.3% | -10.1% |
| 3Y | +43.3% | +68.6% | -25.3% | +8.5% |
| 5Y | -31.4% | +48.4% | -79.9% | -45.5% |
| All | +34.2% | +440.0% | -405.8% | -16.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling