+33.8%
DIS vs CSX
+68.2%
-34.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -2.6% | -3.4% | +0.8% | -1.3% |
| 30D | +3.5% | -3.1% | +6.6% | +4.7% |
| 3M | +6.8% | +7.2% | -0.3% | +3.3% |
| 6M | +3.0% | +16.2% | -13.2% | -4.0% |
| YTD | -6.7% | +37.5% | -44.3% | -19.5% |
| 1Y | -10.1% | +53.2% | -63.3% | -26.4% |
| All | +33.8% | +68.2% | -34.5% | -0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling