+32.9%
DIS vs CSX
+422.0%
-389.0%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | -0.4% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | +10.3% | +8.7% | +1.6% | +6.0% |
| 3M | +15.6% | +4.2% | +11.4% | +13.1% |
| 6M | +15.1% | +16.7% | -1.5% | +6.3% |
| YTD | +6.0% | +44.5% | -38.5% | -12.0% |
| 1Y | +5.7% | +50.3% | -44.6% | -13.9% |
| 3Y | +39.8% | +76.3% | -36.5% | +3.7% |
| 5Y | -23.9% | +58.1% | -82.0% | -41.3% |
| 10Y | +32.9% | +416.4% | -383.5% | -20.2% |
| All | +32.9% | +422.0% | -389.0% | -20.2% |
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 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